-97.1%
IRE vs SSNC
-3.5%
-93.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.8% | +40.3% | +39.2% |
| 7D | -27.2% | -3.3% | -23.8% | -28.7% |
| 30D | -75.1% | -1.3% | -73.9% | -75.1% |
| 3M | -77.9% | -2.3% | -75.5% | -77.9% |
| 6M | -94.6% | +12.6% | -107.2% | -94.0% |
| YTD | -91.5% | -10.1% | -81.4% | -88.3% |
| 1Y | -97.8% | -6.6% | -91.3% | -97.3% |
| All | -97.1% | -3.5% | -93.6% | -96.6% |
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