+2.0%
IBKR vs VRSK
-2.2%
+4.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.9% | -13.5% | -5.0% |
| 7D | -11.1% | +10.9% | -21.9% | -8.7% |
| 30D | -19.7% | +28.0% | -47.7% | -15.2% |
| 3M | -18.0% | +12.3% | -30.3% | -15.1% |
| 6M | -13.2% | +17.8% | -31.0% | -9.3% |
| YTD | +13.4% | -4.7% | +18.1% | +11.2% |
| 1Y | +2.0% | -0.2% | +2.2% | +3.5% |
| All | +2.0% | -2.2% | +4.2% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling