+182.9%
IP vs SSNC
+1,006.7%
-823.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.3% |
| 7D | -5.0% | -2.8% | -2.1% | -3.7% |
| 30D | +6.5% | +0.4% | +6.1% | +6.2% |
| 3M | -18.0% | -0.7% | -17.3% | -18.0% |
| 6M | +10.3% | +13.9% | -3.6% | +3.7% |
| YTD | -9.9% | -9.4% | -0.5% | -7.1% |
| 1Y | -1.1% | -7.4% | +6.3% | +1.0% |
| 3Y | +13.0% | +55.7% | -42.6% | -8.6% |
| 5Y | -12.3% | +7.8% | -20.1% | -18.1% |
| 10Y | +26.8% | +178.8% | -152.0% | -23.5% |
| All | +182.9% | +1,006.7% | -823.8% | -14.1% |
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