+515.8%
IWD vs SSNC
+1,000.8%
-485.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.3% | -4.5% | +5.7% | +2.9% |
| 30D | +3.6% | -3.9% | +7.5% | +4.8% |
| 3M | +2.3% | -1.3% | +3.7% | +2.5% |
| 6M | +13.0% | +14.1% | -1.1% | +6.8% |
| YTD | +26.2% | -9.9% | +36.1% | +29.1% |
| 1Y | +30.5% | -6.2% | +36.7% | +31.4% |
| 3Y | +86.2% | +56.1% | +30.1% | +54.6% |
| 5Y | +72.9% | +5.4% | +67.5% | +63.1% |
| 10Y | +205.0% | +172.3% | +32.7% | +104.0% |
| All | +515.8% | +1,000.8% | -485.0% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling