+140.3%
IVZ vs SSNC
+52.6%
+87.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.9% |
| 7D | +0.6% | +0.6% | 0.0% | +0.2% |
| 30D | +4.0% | +6.0% | -2.0% | 0.0% |
| 3M | +18.2% | +21.0% | -2.8% | +2.9% |
| 6M | +32.8% | +12.1% | +20.7% | +22.2% |
| YTD | +28.7% | -3.2% | +32.0% | +33.0% |
| 1Y | +55.4% | -4.4% | +59.7% | +62.1% |
| All | +140.3% | +52.6% | +87.7% | +60.6% |
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