+1,154.3%
SSNC vs IAG
+63.0%
+1,091.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | +0.6% | -0.5% | +1.2% | +0.7% |
| 30D | +6.0% | +28.9% | -22.8% | +4.9% |
| 3M | +21.0% | +19.1% | +1.8% | +19.9% |
| 6M | +12.1% | -10.3% | +22.3% | +12.2% |
| YTD | -3.2% | +24.2% | -27.4% | -4.7% |
| 1Y | -4.4% | +116.5% | -120.9% | -8.2% |
| 3Y | +51.6% | +742.8% | -691.2% | +36.0% |
| 5Y | +21.1% | +753.3% | -732.2% | +6.8% |
| 10Y | +177.7% | +403.2% | -225.5% | +144.4% |
| All | +1,154.3% | +63.0% | +1,091.4% | +1,235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling