-12.4%
IP vs SSNC
+6.8%
-19.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.2% |
| 6M | +5.7% | +12.6% | -6.9% | -1.0% |
| YTD | -9.1% | -10.1% | +1.0% | -5.5% |
| 1Y | -0.8% | -6.6% | +5.8% | +1.0% |
| 3Y | +14.8% | +54.0% | -39.2% | -10.2% |
| All | -12.4% | +6.8% | -19.2% | -21.9% |
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