+21.2%
IGV vs SSNC
+14.9%
+6.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -5.4% | -6.7% | +1.4% | -0.9% |
| 30D | -2.6% | -0.8% | -1.8% | -2.1% |
| 3M | +10.5% | +16.1% | -5.5% | -0.7% |
| 6M | +18.2% | +7.9% | +10.2% | +11.5% |
| YTD | -4.2% | -8.7% | +4.5% | +1.0% |
| 1Y | -9.8% | -9.5% | -0.3% | -4.6% |
| 3Y | +39.1% | +47.7% | -8.5% | 0.0% |
| 5Y | +21.2% | +17.6% | +3.6% | +6.3% |
| All | +21.2% | +14.9% | +6.3% | +6.3% |
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