-63.2%
IOVA vs SSNC
+18.8%
-82.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +1.9% |
| 7D | +5.1% | -1.8% | +6.9% | +6.4% |
| 30D | +37.2% | +1.9% | +35.3% | +34.8% |
| 3M | +117.5% | +18.4% | +99.1% | +88.0% |
| 6M | +69.6% | +7.0% | +62.6% | +58.2% |
| YTD | +218.7% | -6.9% | +225.6% | +232.8% |
| 1Y | +265.5% | -8.2% | +273.7% | +284.9% |
| 3Y | +46.2% | +50.5% | -4.3% | -1.4% |
| 5Y | -63.2% | +17.4% | -80.6% | -70.1% |
| All | -63.2% | +18.8% | -82.0% | -70.1% |
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