+212.3%
IEFA vs SSNC
+621.7%
-409.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -0.5% | -3.9% | +3.4% | +0.8% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | +5.1% | +15.9% | -10.9% | -0.5% |
| 6M | +9.3% | +7.5% | +1.9% | +5.9% |
| YTD | +13.0% | -8.2% | +21.2% | +14.9% |
| 1Y | +19.2% | -9.3% | +28.5% | +21.5% |
| 3Y | +67.0% | +48.5% | +18.5% | +42.3% |
| 5Y | +51.1% | +16.0% | +35.1% | +38.2% |
| 10Y | +146.5% | +169.2% | -22.7% | +69.6% |
| All | +212.3% | +621.7% | -409.4% | +73.6% |
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