+152.5%
IVZ vs SSNC
+58.0%
+94.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +7.6% | +2.3% | +5.3% | +6.1% |
| 30D | +4.3% | -3.1% | +7.4% | +6.0% |
| 3M | -9.3% | -2.7% | -6.6% | -8.3% |
| 6M | +5.2% | +23.7% | -18.4% | -10.8% |
| YTD | +13.4% | -8.0% | +21.5% | +20.7% |
| 1Y | +25.4% | -4.7% | +30.1% | +29.3% |
| 3Y | +152.5% | +58.0% | +94.5% | +61.7% |
| All | +152.5% | +58.0% | +94.5% | +61.7% |
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