+973.7%
IGV vs SSNC
+1,023.6%
-49.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +2.3% | +2.3% | 0.0% | +1.2% |
| 30D | -6.0% | -3.1% | -2.9% | -4.9% |
| 3M | -4.8% | -2.7% | -2.0% | -3.9% |
| 6M | +14.2% | +23.7% | -9.5% | +1.6% |
| YTD | -4.2% | -8.0% | +3.8% | -1.3% |
| 1Y | -5.3% | -4.7% | -0.6% | -4.2% |
| 3Y | +38.8% | +58.0% | -19.2% | +8.1% |
| 5Y | +14.2% | +8.0% | +6.2% | +7.0% |
| 10Y | +357.6% | +183.8% | +173.8% | +171.6% |
| All | +973.7% | +1,023.6% | -49.8% | +244.4% |
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