+980.5%
IGV vs SSNC
+1,021.3%
-40.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | -1.5% | -3.9% | +2.4% | +0.5% |
| 30D | -3.0% | -0.2% | -2.9% | -2.9% |
| 3M | +9.6% | +15.9% | -6.3% | +1.2% |
| 6M | +16.1% | +7.5% | +8.7% | +11.4% |
| YTD | -3.6% | -8.2% | +4.6% | -0.1% |
| 1Y | -7.8% | -9.3% | +1.5% | -4.1% |
| 3Y | +40.0% | +48.5% | -8.5% | +12.9% |
| 5Y | +21.2% | +16.0% | +5.2% | +10.3% |
| 10Y | +364.4% | +169.2% | +195.2% | +182.6% |
| All | +980.5% | +1,021.3% | -40.8% | +248.5% |
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