+48.3%
IEMG vs SSNC
+19.2%
+29.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | -1.3% | -4.0% | +2.7% | -0.2% |
| 30D | +1.9% | +0.5% | +1.4% | +1.7% |
| 3M | +1.4% | +18.9% | -17.5% | -4.0% |
| 6M | +15.2% | +10.8% | +4.3% | +11.3% |
| YTD | +23.8% | -7.1% | +31.0% | +26.7% |
| 1Y | +30.7% | -9.6% | +40.3% | +34.8% |
| 3Y | +83.3% | +51.1% | +32.2% | +53.2% |
| All | +48.3% | +19.2% | +29.1% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling