-5.8%
SSNC vs IAG
+56.5%
-62.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.2% | -11.8% | -1.4% |
| 7D | -1.1% | +1.1% | -2.2% | -1.1% |
| 30D | +0.6% | -5.3% | +5.9% | +0.6% |
| 3M | -1.5% | +18.0% | -19.5% | -0.9% |
| 6M | +15.8% | +7.1% | +8.7% | +16.6% |
| YTD | -8.0% | +5.9% | -13.9% | -7.5% |
| 1Y | -5.8% | +59.4% | -65.2% | -8.8% |
| All | -5.8% | +56.5% | -62.4% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling