+781.7%
IVV vs SSNC
+1,082.2%
-300.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +0.1% | +6.0% | -6.0% | -2.1% |
| 3M | +2.0% | +21.0% | -19.0% | -5.5% |
| 6M | +13.0% | +12.1% | +1.0% | +7.4% |
| YTD | +13.6% | -3.2% | +16.8% | +13.6% |
| 1Y | +20.1% | -4.4% | +24.4% | +20.3% |
| 3Y | +77.6% | +51.6% | +26.0% | +48.3% |
| 5Y | +82.5% | +21.1% | +61.4% | +64.0% |
| 10Y | +316.5% | +177.7% | +138.8% | +175.7% |
| All | +781.7% | +1,082.2% | -300.5% | +256.2% |
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 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