The Wilshire iQuantum is an integrated performance measurement, performance attribution and risk management solution for multi-currency, multi-asset class portfolios.

Wilshire iQuantum is built on the foundation of more than three decades of Wilshire's sophisticated analytical models to provide the most robust attribution and risk analytics in the investment industry. Building on the success of the popular Quantum suite, Wilshire iQuantum assists firms with portfolio analysis, management and reporting.

The Wilshire iQuantum is designed to provide feedback to the investment process. By integrating our risk models into both tracking error decomposition as well as performance attribution, clients can fully quantify the effects of their investment decisions. iQuantum also provides a consistent framework for security level analysis through our intuitive and powerful covariance models. In addition, Wilshire iQuantum provides scenario analysis using the historical and hypothetical 'what if' stress testing module.

Daily linked performance attribution is available using two different methodologies. While the factor based attribution provides consistency with the risk reports, the returns based attribution allows the benefit of client defined groups to measure value added.

Wilshire iQuantum enables GIPS^®-compliant performance measurement and attribution based on GIPS^®-compliant returns. A GIPS^® composite administration, auditing and verification module is also available to assist firms with GIPS^® reporting.

Underlying the system are Wilshire iQuantum's extensive data capabilities, which include a comprehensive global equity and fixed income database, plus access to all major indices at the constituent level, enabling risk and attribution analysis versus virtually any standard or custom defined benchmark.

AIMR-PPS^® and GIPS^® are trademarks owned by the CFA Institute.