+16.0%
SSNC vs IAG
+804.8%
-788.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -3.9% | +1.7% | -5.6% | -4.0% |
| 30D | -0.2% | +11.4% | -11.6% | -0.8% |
| 3M | +15.9% | +33.0% | -17.1% | +14.0% |
| 6M | +7.5% | -6.0% | +13.5% | +7.5% |
| YTD | -8.2% | +24.6% | -32.8% | -10.2% |
| 1Y | -9.3% | +105.0% | -114.3% | -14.6% |
| 3Y | +48.5% | +837.9% | -789.4% | +22.6% |
| 5Y | +16.0% | +817.0% | -801.0% | -8.8% |
| All | +16.0% | +804.8% | -788.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling