+43.6%
IVZ vs SSNC
+184.6%
-140.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.9% |
| 7D | +2.2% | -2.5% | +4.7% | +3.9% |
| 30D | -2.2% | -2.7% | +0.6% | -0.7% |
| 3M | -8.4% | -0.8% | -7.6% | -8.4% |
| 6M | +6.2% | +15.5% | -9.3% | -5.6% |
| YTD | +12.4% | -8.8% | +21.2% | +16.9% |
| 1Y | +26.0% | -5.8% | +31.8% | +28.1% |
| 3Y | +147.9% | +55.7% | +92.2% | +78.8% |
| 5Y | +38.8% | +6.7% | +32.1% | +27.5% |
| All | +43.6% | +184.6% | -140.9% | -15.0% |
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