+413.4%
IWF vs SSNC
+173.6%
+239.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | -0.9% | -4.0% | +3.1% | +0.9% |
| 30D | -1.7% | +0.5% | -2.3% | -2.1% |
| 3M | +0.7% | +18.9% | -18.3% | -7.9% |
| 6M | +8.6% | +10.8% | -2.3% | +2.3% |
| YTD | +3.5% | -7.1% | +10.7% | +5.5% |
| 1Y | +7.0% | -9.6% | +16.6% | +10.2% |
| 3Y | +76.3% | +51.1% | +25.3% | +39.8% |
| 5Y | +74.8% | +19.7% | +55.1% | +53.6% |
| All | +413.4% | +173.6% | +239.9% | +233.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling