+195.5%
IWD vs SSNC
+169.0%
+26.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.3% | -6.7% | +4.4% | +0.4% |
| 30D | -1.8% | -0.8% | -1.0% | -1.5% |
| 3M | +8.0% | +16.1% | -8.0% | +1.2% |
| 6M | +17.0% | +7.9% | +9.0% | +12.4% |
| YTD | +21.3% | -8.7% | +30.0% | +24.2% |
| 1Y | +27.9% | -9.5% | +37.4% | +31.3% |
| 3Y | +70.1% | +47.7% | +22.4% | +40.8% |
| 5Y | +74.2% | +17.6% | +56.5% | +55.8% |
| All | +195.5% | +169.0% | +26.5% | +105.6% |
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 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