-31.2%
IONS vs SSNC
+174.0%
-205.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.2% | -10.3% | -9.5% |
| 7D | -30.3% | -2.5% | -27.7% | -29.6% |
| 30D | -37.7% | -2.7% | -35.0% | -37.2% |
| 3M | -50.5% | -0.8% | -49.7% | -50.6% |
| 6M | -62.8% | +15.5% | -78.3% | -65.3% |
| YTD | -64.4% | -8.8% | -55.5% | -63.7% |
| 1Y | -59.5% | -5.8% | -53.7% | -59.3% |
| 3Y | -39.2% | +55.7% | -94.9% | -52.1% |
| 5Y | -15.3% | +6.7% | -22.0% | -22.0% |
| 10Y | -31.2% | +184.0% | -215.2% | -58.2% |
| All | -31.2% | +174.0% | -205.2% | -58.2% |
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