-52.3%
IRE vs SSNC
+12.6%
-65.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.2% | +15.1% | +12.6% |
| 7D | +54.8% | +0.6% | +54.1% | +55.5% |
| 30D | +18.4% | +6.0% | +12.3% | +27.5% |
| 3M | -66.7% | +21.0% | -87.7% | -53.4% |
| 6M | -52.3% | +12.1% | -64.4% | -37.2% |
| All | -52.3% | +12.6% | -65.0% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling