+498.7%
IJH vs SSNC
+1,034.4%
-535.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | -1.9% | -4.0% | +2.2% | -0.1% |
| 30D | -4.6% | +0.5% | -5.2% | -5.0% |
| 3M | -1.2% | +18.9% | -20.1% | -9.2% |
| 6M | +9.4% | +10.8% | -1.4% | +3.3% |
| YTD | +13.3% | -7.1% | +20.5% | +15.2% |
| 1Y | +13.4% | -9.6% | +23.0% | +16.4% |
| 3Y | +50.4% | +51.1% | -0.6% | +22.1% |
| 5Y | +49.0% | +19.7% | +29.3% | +32.7% |
| 10Y | +182.6% | +172.3% | +10.3% | +76.7% |
| All | +498.7% | +1,034.4% | -535.8% | +102.4% |
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