+159.2%
IONS vs SSNC
+1,022.7%
-863.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -29.4% | -0.2% | -29.3% | -29.4% |
| 30D | -35.1% | -1.9% | -33.2% | -34.8% |
| 3M | -48.9% | -0.2% | -48.7% | -49.1% |
| 6M | -62.4% | +19.4% | -81.8% | -65.8% |
| YTD | -64.2% | -8.1% | -56.1% | -63.7% |
| 1Y | -60.9% | -5.3% | -55.6% | -60.9% |
| 3Y | -38.9% | +56.9% | -95.8% | -52.7% |
| 5Y | -15.6% | +8.0% | -23.6% | -23.4% |
| 10Y | -33.5% | +183.6% | -217.0% | -64.6% |
| All | +159.2% | +1,022.7% | -863.5% | -31.8% |
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 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