+93.1%
IONS vs SSNC
+162.7%
-69.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -8.7% | -3.9% | -4.8% | -7.3% |
| 30D | -1.6% | -0.2% | -1.4% | -1.7% |
| 3M | -24.9% | +15.9% | -40.8% | -29.8% |
| 6M | -25.7% | +7.5% | -33.1% | -28.5% |
| YTD | -29.2% | -8.2% | -21.0% | -27.8% |
| 1Y | -13.0% | -9.3% | -3.7% | -11.1% |
| 3Y | +35.9% | +48.5% | -12.5% | +9.5% |
| 5Y | +54.5% | +16.0% | +38.5% | +37.5% |
| 10Y | +93.1% | +169.2% | -76.1% | +13.3% |
| All | +93.1% | +162.7% | -69.6% | +13.3% |
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