+516.1%
IWD vs SSNC
+1,021.7%
-505.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.7% | +1.4% | +0.3% | +1.2% |
| 30D | +3.2% | -2.6% | +5.9% | +4.0% |
| 3M | +2.3% | -0.6% | +2.9% | +2.2% |
| 6M | +12.9% | +19.9% | -6.9% | +4.9% |
| YTD | +26.2% | -8.2% | +34.4% | +28.2% |
| 1Y | +28.3% | -5.5% | +33.8% | +28.9% |
| 3Y | +84.4% | +56.8% | +27.6% | +52.8% |
| 5Y | +73.0% | +7.8% | +65.2% | +61.8% |
| 10Y | +203.3% | +183.3% | +20.0% | +100.3% |
| All | +516.1% | +1,021.7% | -505.6% | +149.1% |
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 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