+431.5%
IONS vs SSNC
+1,082.2%
-650.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -4.8% | +0.6% | -5.5% | -5.2% |
| 30D | +7.2% | +6.0% | +1.2% | +4.3% |
| 3M | -22.7% | +21.0% | -43.7% | -29.5% |
| 6M | -26.9% | +12.1% | -39.0% | -31.4% |
| YTD | -26.6% | -3.2% | -23.3% | -26.9% |
| 1Y | -2.1% | -4.4% | +2.2% | -2.4% |
| 3Y | +43.4% | +51.6% | -8.2% | +13.2% |
| 5Y | +47.0% | +21.1% | +25.9% | +27.0% |
| 10Y | +97.2% | +177.7% | -80.5% | +6.7% |
| All | +431.5% | +1,082.2% | -650.7% | +37.3% |
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 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