Investment Servicing
skip to content
Investment Analytics

Portfolio Performance Measurement & Attribution

Access to the right tools to measure and evaluate your portfolio’s performance is critical to your business decisions. With our portfolio performance measurement and attribution service, you’ll have the right solution to gain insight into your performance strategy and transparency into your investment performance drivers.

We’ll work with you to deliver a comprehensive view of your program’s overall composition and performance results. Through services integrated with our internal accounting platforms, including authorized third-party accounting and data, we provide time-weighted performance results from top-level data down to the security level. And to support your strategic investment decisions, our portfolio performance attribution services will let you extract investable insights and seize new opportunities. What’s more, returns-based risk measures for portfolios and composites provide valuable analytics to complement your results.

Our performance measurement and attribution service give you access to a broad range of information:

  • Daily and monthly performance using industry-standard methodologies on all asset types with full drill-down to the security level
  • Comprehensive library of standard indices and advanced customization capabilities to help you see your investment program in the right context
  • Flexible configuration options and classification hierarchies to match a wide range of investment types
  • Top-down, bottom-up and enhanced attribution options for passive and active strategies

Fund Performance Comparison

Built from more than 20,000 portfolios with assets exceeding $2 trillion, our universes of data help you better understand your investment performance. You can compare peer group data for almost any portfolio and analyze daily and historical returns against thousands of indices.

Intuitive User Experience

With our Investment Analytics Dashboard™, you can access your results by sector, industry and security levels — or in the aggregate. Heat maps even give you a quick visual on performance results, and you can drill down and create customized reports. All of this is available in just a few clicks through our online client portal.

Time-weighted: A measure of the compound rate of growth in a portfolio. Because this method eliminates the distorting effects created by inflows of new money, it is used to compare the returns of investment managers.

Money-weighted: A measure of the rate of return for an asset or portfolio of assets. It is calculated by finding the rate of return that will set the present values of all cash flows and terminal values equal to the value of the initial investment.

Composites: A grouping of equities, indexes or other factors combined in a standardized way, providing a useful statistical measure of overall market or sector performance over time.