+70.5%
ICE vs SSNC
+58.0%
+12.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.6% | +2.3% | +1.3% | +2.7% |
| 30D | +15.1% | -3.1% | +18.2% | +16.4% |
| 3M | +15.4% | -2.7% | +18.1% | +16.4% |
| 6M | +16.1% | +23.7% | -7.6% | +5.6% |
| YTD | +11.4% | -8.0% | +19.4% | +13.9% |
| 1Y | +18.5% | -4.7% | +23.2% | +19.5% |
| 3Y | +70.5% | +58.0% | +12.5% | +39.4% |
| All | +70.5% | +58.0% | +12.5% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling