+24.2%
IJR vs SSNC
-3.9%
+28.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.5% |
| 7D | +2.3% | -1.1% | +3.4% | +2.4% |
| 30D | +2.8% | +0.6% | +2.2% | +2.6% |
| 3M | -4.6% | -1.5% | -3.1% | -4.6% |
| 6M | +5.7% | +15.8% | -10.2% | +3.8% |
| YTD | +19.9% | -8.0% | +27.9% | +25.1% |
| 1Y | +24.2% | -5.8% | +30.0% | +27.1% |
| All | +24.2% | -3.9% | +28.1% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling