+744.0%
IVV vs SSNC
+998.3%
-254.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.7% | -3.3% | +0.6% | -1.5% |
| 30D | -5.4% | -1.3% | -4.1% | -5.2% |
| 3M | -4.1% | -2.3% | -1.7% | -3.6% |
| 6M | +0.7% | +12.6% | -11.9% | -4.7% |
| YTD | +8.7% | -10.1% | +18.8% | +11.3% |
| 1Y | +11.0% | -6.6% | +17.5% | +11.9% |
| 3Y | +75.4% | +54.0% | +21.5% | +45.2% |
| 5Y | +68.3% | +7.0% | +61.4% | +57.8% |
| 10Y | +315.5% | +176.7% | +138.8% | +176.0% |
| All | +744.0% | +998.3% | -254.3% | +249.1% |
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