+73.3%
IWD vs SSNC
+15.9%
+57.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | -1.2% | -3.9% | +2.7% | +0.3% |
| 30D | -1.6% | -0.2% | -1.5% | -1.7% |
| 3M | +7.0% | +15.9% | -8.9% | +0.4% |
| 6M | +17.0% | +7.5% | +9.5% | +12.9% |
| YTD | +21.6% | -8.2% | +29.8% | +25.3% |
| 1Y | +28.0% | -9.3% | +37.3% | +32.4% |
| 3Y | +70.6% | +48.5% | +22.1% | +37.7% |
| 5Y | +73.3% | +16.0% | +57.3% | +52.6% |
| All | +73.3% | +15.9% | +57.4% | +52.6% |
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 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