+1,026.9%
IWF vs SSNC
+1,037.0%
-10.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +1.2% |
| 7D | +1.5% | -1.8% | +3.3% | +2.2% |
| 30D | -1.3% | +1.9% | -3.2% | -2.1% |
| 3M | +0.1% | +18.4% | -18.3% | -7.1% |
| 6M | +10.3% | +7.0% | +3.3% | +6.2% |
| YTD | +4.2% | -6.9% | +11.1% | +5.7% |
| 1Y | +9.3% | -8.2% | +17.5% | +11.2% |
| 3Y | +79.3% | +50.5% | +28.8% | +48.2% |
| 5Y | +73.8% | +17.4% | +56.4% | +57.6% |
| 10Y | +410.9% | +164.9% | +246.0% | +239.5% |
| All | +1,026.9% | +1,037.0% | -10.1% | +352.0% |
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