+15.9%
IP vs SSNC
+184.2%
-168.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -0.9% | +1.4% | -2.2% | -1.5% |
| 30D | +6.7% | -2.6% | +9.3% | +7.8% |
| 3M | -16.6% | -0.6% | -16.0% | -16.6% |
| 6M | +6.0% | +19.9% | -13.9% | -3.3% |
| YTD | -10.7% | -8.2% | -2.5% | -8.4% |
| 1Y | -6.7% | -5.5% | -1.1% | -5.5% |
| 3Y | +17.1% | +56.8% | -39.6% | -7.2% |
| 5Y | -14.6% | +7.8% | -22.4% | -21.1% |
| All | +15.9% | +184.2% | -168.2% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling