-8.8%
IONS vs SSNC
+6.2%
-15.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.2% | -21.6% | -21.4% |
| 7D | -24.8% | -4.5% | -20.3% | -23.8% |
| 30D | -31.5% | -3.9% | -27.7% | -30.8% |
| 3M | -45.2% | -1.3% | -43.9% | -45.2% |
| 6M | -59.1% | +14.1% | -73.2% | -61.0% |
| YTD | -60.8% | -9.9% | -50.9% | -59.6% |
| 1Y | -57.9% | -6.2% | -51.6% | -57.3% |
| 3Y | -34.5% | +56.1% | -90.5% | -48.2% |
| 5Y | -8.8% | +5.4% | -14.2% | -6.7% |
| All | -8.8% | +6.2% | -15.0% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling