+73.4%
IWD vs SSNC
+5.6%
+67.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.3% | -4.5% | +5.7% | +3.0% |
| 30D | +3.6% | -3.9% | +7.5% | +4.9% |
| 3M | +2.3% | -1.3% | +3.7% | +2.4% |
| 6M | +13.0% | +14.1% | -1.1% | +6.1% |
| YTD | +26.2% | -9.9% | +36.1% | +30.5% |
| 1Y | +30.5% | -6.2% | +36.7% | +32.3% |
| 3Y | +86.2% | +56.1% | +30.1% | +45.8% |
| All | +73.4% | +5.6% | +67.8% | +60.6% |
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