+313.7%
IVV vs SSNC
+164.2%
+149.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +1.0% |
| 7D | +0.5% | -1.8% | +2.3% | +1.2% |
| 30D | -1.0% | +1.9% | -2.9% | -1.8% |
| 3M | +3.9% | +18.4% | -14.5% | -4.0% |
| 6M | +14.5% | +7.0% | +7.5% | +10.2% |
| YTD | +12.9% | -6.9% | +19.8% | +14.8% |
| 1Y | +19.4% | -8.2% | +27.5% | +21.8% |
| 3Y | +78.8% | +50.5% | +28.3% | +44.9% |
| 5Y | +82.2% | +17.4% | +64.8% | +62.4% |
| 10Y | +313.7% | +164.9% | +148.7% | +178.2% |
| All | +313.7% | +164.2% | +149.4% | +178.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling