+71.5%
IWD vs SSNC
+51.8%
+19.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.4% |
| 7D | -0.2% | -1.8% | +1.6% | +0.4% |
| 30D | -0.8% | +1.9% | -2.7% | -1.4% |
| 3M | +8.0% | +18.4% | -10.4% | +2.0% |
| 6M | +18.2% | +7.0% | +11.2% | +15.6% |
| YTD | +22.3% | -6.9% | +29.3% | +26.3% |
| 1Y | +28.9% | -8.2% | +37.0% | +33.7% |
| 3Y | +71.5% | +50.5% | +21.0% | +41.1% |
| All | +71.5% | +51.8% | +19.7% | +41.1% |
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