+1,090.1%
SSNC vs IAG
+36.4%
+1,053.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.1% | +0.1% |
| 7D | +1.4% | -2.1% | +3.4% | +1.4% |
| 30D | -2.6% | -6.2% | +3.5% | -2.5% |
| 3M | -0.6% | -5.1% | +4.5% | -0.6% |
| 6M | +19.9% | -10.0% | +29.9% | +19.9% |
| YTD | -8.2% | +3.9% | -12.1% | -9.1% |
| 1Y | -5.5% | +18.9% | -24.4% | -7.0% |
| 3Y | +56.8% | +651.8% | -595.0% | +41.1% |
| 5Y | +7.8% | +416.3% | -408.5% | -3.4% |
| 10Y | +183.3% | +377.4% | -194.1% | +150.2% |
| All | +1,090.1% | +36.4% | +1,053.8% | +1,174.3% |
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