-38.8%
IONS vs SSNC
+184.6%
-223.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.2% | +6.3% |
| 7D | -26.3% | +2.3% | -28.6% | -27.0% |
| 30D | -31.9% | -3.1% | -28.8% | -31.3% |
| 3M | -48.0% | -2.7% | -45.2% | -47.7% |
| 6M | -62.6% | +23.7% | -86.2% | -66.0% |
| YTD | -63.3% | -8.0% | -55.2% | -62.7% |
| 1Y | -58.4% | -4.7% | -53.7% | -58.4% |
| 3Y | -38.2% | +58.0% | -96.2% | -51.6% |
| 5Y | -11.1% | +8.0% | -19.1% | -18.4% |
| All | -38.8% | +184.6% | -223.4% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling