+207.7%
IP vs SSNC
+1,082.2%
-874.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | -10.9% | +6.0% | -16.9% | -13.2% |
| 3M | +11.2% | +21.0% | -9.8% | +2.0% |
| 6M | -10.2% | +12.1% | -22.3% | -15.0% |
| YTD | -2.0% | -3.2% | +1.2% | -1.7% |
| 1Y | -19.1% | -4.4% | -14.7% | -18.5% |
| 3Y | +20.9% | +51.6% | -30.8% | -1.0% |
| 5Y | -17.8% | +21.1% | -38.9% | -27.0% |
| 10Y | +23.5% | +177.7% | -154.2% | -25.5% |
| All | +207.7% | +1,082.2% | -874.5% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling