+249.2%
IYR vs SSNC
+1,037.0%
-787.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +1.2% |
| 7D | -0.4% | -1.8% | +1.4% | +0.2% |
| 30D | -2.5% | +1.9% | -4.4% | -3.2% |
| 3M | +1.5% | +18.4% | -16.9% | -4.8% |
| 6M | +3.9% | +7.0% | -3.1% | +0.7% |
| YTD | +9.5% | -6.9% | +16.5% | +11.1% |
| 1Y | +7.5% | -8.2% | +15.6% | +9.3% |
| 3Y | +30.8% | +50.5% | -19.7% | +10.9% |
| 5Y | +4.8% | +17.4% | -12.6% | -4.3% |
| 10Y | +64.3% | +164.9% | -100.6% | +13.8% |
| All | +249.2% | +1,037.0% | -787.8% | +45.8% |
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