+65.1%
IVZ vs SSNC
+21.4%
+43.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.0% |
| 7D | +0.6% | +0.6% | 0.0% | +0.2% |
| 30D | +4.0% | +6.0% | -2.0% | -0.5% |
| 3M | +18.2% | +21.0% | -2.8% | +1.0% |
| 6M | +32.8% | +12.1% | +20.7% | +20.0% |
| YTD | +28.7% | -3.2% | +32.0% | +30.7% |
| 1Y | +55.4% | -4.4% | +59.7% | +58.9% |
| 3Y | +135.2% | +51.6% | +83.6% | +61.4% |
| All | +65.1% | +21.4% | +43.7% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling