+55.4%
IOT vs SSNC
+9.7%
+45.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.9% |
| 7D | -4.5% | -4.0% | -0.5% | -0.6% |
| 30D | -2.4% | +0.5% | -3.0% | -3.1% |
| 3M | +19.0% | +18.9% | 0.0% | -0.8% |
| 6M | +19.6% | +10.8% | +8.8% | +7.4% |
| YTD | +8.3% | -7.1% | +15.4% | +16.1% |
| 1Y | -0.8% | -9.6% | +8.8% | +9.2% |
| 3Y | +24.4% | +51.1% | -26.7% | -25.0% |
| All | +55.4% | +9.7% | +45.7% | +75.6% |
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