+40.6%
ICE vs SSNC
+46.7%
-6.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -5.3% | -6.7% | +1.4% | -2.5% |
| 30D | +3.0% | -0.8% | +3.8% | +3.4% |
| 3M | +11.4% | +16.1% | -4.6% | +4.4% |
| 6M | -2.0% | +7.9% | -10.0% | -5.6% |
| YTD | -3.1% | -8.7% | +5.6% | -0.4% |
| 1Y | -8.4% | -9.5% | +1.1% | -5.5% |
| All | +40.6% | +46.7% | -6.1% | +22.2% |
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 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