+426.6%
IBN vs SSNC
+1,023.6%
-597.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.9% | +2.3% | -0.4% | +1.0% |
| 30D | +22.1% | -3.1% | +25.2% | +23.4% |
| 3M | +17.1% | -2.7% | +19.8% | +18.0% |
| 6M | +35.5% | +23.7% | +11.9% | +23.8% |
| YTD | +16.8% | -8.0% | +24.8% | +19.0% |
| 1Y | +12.4% | -4.7% | +17.1% | +12.8% |
| 3Y | +58.0% | +58.0% | 0.0% | +26.7% |
| 5Y | +73.7% | +8.0% | +65.7% | +60.6% |
| 10Y | +385.6% | +183.8% | +201.7% | +189.0% |
| All | +426.6% | +1,023.6% | -597.0% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling