+742.7%
ITOT vs SSNC
+1,034.4%
-291.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -0.9% | -4.0% | +3.1% | +0.6% |
| 30D | -1.5% | +0.5% | -2.0% | -1.7% |
| 3M | +3.6% | +18.9% | -15.4% | -3.7% |
| 6M | +13.7% | +10.8% | +2.9% | +8.3% |
| YTD | +12.9% | -7.1% | +20.1% | +14.6% |
| 1Y | +17.2% | -9.6% | +26.8% | +20.0% |
| 3Y | +75.6% | +51.1% | +24.6% | +46.2% |
| 5Y | +75.5% | +19.7% | +55.8% | +58.2% |
| 10Y | +302.0% | +172.3% | +129.6% | +165.8% |
| All | +742.7% | +1,034.4% | -291.7% | +235.3% |
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