+213.7%
ICE vs SSNC
+173.6%
+40.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | -2.4% | -4.0% | +1.6% | -0.9% |
| 30D | +4.0% | +0.5% | +3.5% | +3.8% |
| 3M | +13.7% | +18.9% | -5.3% | +6.3% |
| 6M | +0.9% | +10.8% | -9.9% | -3.3% |
| YTD | -2.1% | -7.1% | +5.0% | 0.0% |
| 1Y | -9.5% | -9.6% | +0.1% | -6.8% |
| 3Y | +42.1% | +51.1% | -9.0% | +20.2% |
| 5Y | +41.4% | +19.7% | +21.7% | +28.2% |
| All | +213.7% | +173.6% | +40.1% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling