-9.7%
IGV vs VRSK
-32.3%
+22.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.9% | -5.2% | +2.2% | -1.7% |
| 30D | -1.5% | -2.3% | +0.8% | -0.8% |
| 3M | +11.7% | -2.9% | +14.6% | +11.9% |
| 6M | +18.4% | -12.8% | +31.2% | +19.6% |
| YTD | -3.9% | -20.8% | +16.9% | -2.7% |
| 1Y | -9.7% | -33.2% | +23.6% | -11.2% |
| All | -9.7% | -32.3% | +22.7% | -11.2% |
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