+60.9%
IVZ vs SSNC
+164.2%
-103.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | +0.4% |
| 7D | +1.1% | -1.8% | +2.9% | +2.3% |
| 30D | +3.1% | +1.9% | +1.2% | +1.7% |
| 3M | +18.2% | +18.4% | -0.2% | +4.2% |
| 6M | +38.6% | +7.0% | +31.7% | +30.4% |
| YTD | +25.9% | -6.9% | +32.8% | +29.7% |
| 1Y | +51.7% | -8.2% | +59.8% | +57.4% |
| 3Y | +138.7% | +50.5% | +88.1% | +77.3% |
| 5Y | +62.8% | +17.4% | +45.4% | +41.4% |
| 10Y | +60.9% | +164.9% | -104.0% | -4.4% |
| All | +60.9% | +164.2% | -103.3% | -4.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling