+883.8%
ICE vs VRSK
+586.4%
+297.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -2.4% | -5.2% | +2.8% | -0.2% |
| 30D | +4.0% | -2.3% | +6.3% | +4.9% |
| 3M | +13.7% | -2.9% | +16.6% | +14.4% |
| 6M | +0.9% | -12.8% | +13.7% | +5.7% |
| YTD | -2.1% | -20.8% | +18.7% | +6.6% |
| 1Y | -9.5% | -33.2% | +23.7% | +6.1% |
| 3Y | +42.1% | -26.6% | +68.7% | +56.9% |
| 5Y | +41.4% | -11.3% | +52.7% | +41.1% |
| 10Y | +216.7% | +126.1% | +90.6% | +114.2% |
| All | +883.8% | +586.4% | +297.4% | +328.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling