+2.4%
IQV vs SSNC
+19.2%
-16.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.5% |
| 7D | -2.2% | -4.0% | +1.8% | +0.6% |
| 30D | +8.3% | +0.5% | +7.8% | +7.9% |
| 3M | +44.6% | +18.9% | +25.6% | +27.2% |
| 6M | +52.6% | +10.8% | +41.7% | +40.8% |
| YTD | +16.1% | -7.1% | +23.3% | +21.9% |
| 1Y | +37.3% | -9.6% | +46.9% | +46.5% |
| 3Y | +21.6% | +51.1% | -29.5% | -11.7% |
| All | +2.4% | +19.2% | -16.8% | -14.8% |
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 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