+26.5%
IP vs SSNC
+172.0%
-145.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -5.1% | -3.3% | -1.7% | -3.5% |
| 30D | +8.5% | -1.3% | +9.8% | +8.9% |
| 3M | -13.8% | -2.3% | -11.5% | -13.1% |
| 6M | +5.7% | +12.6% | -6.9% | -0.6% |
| YTD | -9.1% | -10.1% | +1.0% | -5.8% |
| 1Y | -0.8% | -6.6% | +5.8% | +0.9% |
| 3Y | +14.8% | +54.0% | -39.2% | -8.2% |
| 5Y | -11.5% | +7.0% | -18.5% | -17.9% |
| All | +26.5% | +172.0% | -145.5% | -16.8% |
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 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