+498.9%
IJR vs SSNC
+1,015.4%
-516.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -2.3% | -6.7% | +4.4% | +0.8% |
| 30D | -4.7% | -0.8% | -3.9% | -4.4% |
| 3M | +2.1% | +16.1% | -13.9% | -5.4% |
| 6M | +13.9% | +7.9% | +5.9% | +8.6% |
| YTD | +18.2% | -8.7% | +26.9% | +21.2% |
| 1Y | +21.8% | -9.5% | +31.3% | +25.2% |
| 3Y | +52.2% | +47.7% | +4.5% | +24.1% |
| 5Y | +40.1% | +17.6% | +22.5% | +25.3% |
| 10Y | +169.7% | +167.7% | +1.9% | +64.3% |
| All | +498.9% | +1,015.4% | -516.5% | +84.1% |
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 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