+501.9%
IWD vs SSNC
+1,082.2%
-580.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | +0.6% | +6.0% | -5.5% | -1.5% |
| 3M | +7.2% | +21.0% | -13.7% | -0.3% |
| 6M | +16.2% | +12.1% | +4.1% | +10.6% |
| YTD | +23.3% | -3.2% | +26.6% | +23.3% |
| 1Y | +29.6% | -4.4% | +33.9% | +29.9% |
| 3Y | +70.5% | +51.6% | +18.8% | +43.4% |
| 5Y | +73.5% | +21.1% | +52.4% | +56.1% |
| 10Y | +198.3% | +177.7% | +20.6% | +97.9% |
| All | +501.9% | +1,082.2% | -580.3% | +139.5% |
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