+19.4%
SSNC vs IFF
-35.8%
+55.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -4.0% | -3.2% | -0.9% | -3.2% |
| 30D | +0.5% | -0.3% | +0.8% | +0.6% |
| 3M | +18.9% | +8.4% | +10.5% | +15.9% |
| 6M | +10.8% | +23.0% | -12.2% | +3.1% |
| YTD | -7.1% | +25.5% | -32.6% | -14.7% |
| 1Y | -9.6% | +29.1% | -38.7% | -17.9% |
| 3Y | +51.1% | +31.7% | +19.4% | +32.4% |
| All | +19.4% | -35.8% | +55.2% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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