+166.1%
SSNC vs IAG
+423.2%
-257.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -6.7% | -4.1% | -2.7% | -6.6% |
| 30D | -0.8% | +10.6% | -11.4% | -1.4% |
| 3M | +16.1% | +35.4% | -19.3% | +14.0% |
| 6M | +7.9% | -9.5% | +17.5% | +8.0% |
| YTD | -8.7% | +21.8% | -30.5% | -10.5% |
| 1Y | -9.5% | +84.1% | -93.6% | -13.7% |
| 3Y | +47.7% | +817.4% | -769.7% | +25.5% |
| 5Y | +17.6% | +830.1% | -812.4% | -2.7% |
| All | +166.1% | +423.2% | -257.1% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling