+75.4%
IVV vs SSNC
+54.4%
+21.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -2.7% | -3.3% | +0.6% | -1.8% |
| 30D | -5.4% | -1.3% | -4.1% | -5.3% |
| 3M | -4.1% | -2.3% | -1.7% | -3.8% |
| 6M | +0.7% | +12.6% | -11.9% | -3.6% |
| YTD | +8.7% | -10.1% | +18.8% | +13.2% |
| 1Y | +11.0% | -6.6% | +17.5% | +13.5% |
| 3Y | +75.4% | +54.0% | +21.5% | +47.8% |
| All | +75.4% | +54.4% | +21.0% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling