+1,092.1%
SSNC vs IAG
+37.8%
+1,054.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +2.3% | -7.7% | +10.0% | +2.6% |
| 30D | -3.1% | +1.6% | -4.7% | -3.3% |
| 3M | -2.7% | -2.4% | -0.3% | -2.8% |
| 6M | +23.7% | -7.8% | +31.5% | +23.6% |
| YTD | -8.0% | +5.0% | -13.1% | -9.0% |
| 1Y | -4.7% | +25.7% | -30.4% | -6.4% |
| 3Y | +58.0% | +694.5% | -636.5% | +41.9% |
| 5Y | +8.0% | +421.7% | -413.7% | -3.2% |
| 10Y | +183.8% | +382.5% | -198.6% | +150.5% |
| All | +1,092.1% | +37.8% | +1,054.3% | +1,175.9% |
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