+201.7%
IWD vs SSNC
+184.6%
+17.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +2.3% | +2.3% | 0.0% | +1.4% |
| 30D | +3.6% | -3.1% | +6.7% | +4.6% |
| 3M | +2.2% | -2.7% | +4.9% | +2.9% |
| 6M | +13.0% | +23.7% | -10.7% | +2.7% |
| YTD | +26.5% | -8.0% | +34.5% | +28.8% |
| 1Y | +30.1% | -4.7% | +34.8% | +30.5% |
| 3Y | +84.9% | +58.0% | +26.9% | +48.3% |
| 5Y | +73.4% | +8.0% | +65.4% | +60.1% |
| All | +201.7% | +184.6% | +17.1% | +110.2% |
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