+66.9%
IYR vs SSNC
+173.6%
-106.6%
-42.3%
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% | +0.1% |
| 7D | -1.4% | -4.0% | +2.7% | +0.2% |
| 30D | -2.7% | +0.5% | -3.2% | -3.0% |
| 3M | -2.1% | +18.9% | -21.1% | -9.2% |
| 6M | +3.6% | +10.8% | -7.2% | -1.5% |
| YTD | +8.1% | -7.1% | +15.3% | +10.1% |
| 1Y | +4.7% | -9.6% | +14.3% | +7.6% |
| 3Y | +29.1% | +51.1% | -21.9% | +5.7% |
| 5Y | +6.9% | +19.7% | -12.7% | -5.2% |
| All | +66.9% | +173.6% | -106.6% | +16.1% |
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 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