+592.1%
IJH vs VRSK
+586.4%
+5.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.9% | -5.2% | +3.3% | +0.2% |
| 30D | -4.6% | -2.3% | -2.3% | -4.0% |
| 3M | -1.2% | -2.9% | +1.8% | -1.2% |
| 6M | +9.4% | -12.8% | +22.2% | +13.5% |
| YTD | +13.3% | -20.8% | +34.1% | +21.7% |
| 1Y | +13.4% | -33.2% | +46.6% | +30.9% |
| 3Y | +50.4% | -26.6% | +77.0% | +62.0% |
| 5Y | +49.0% | -11.3% | +60.3% | +43.3% |
| 10Y | +182.6% | +126.1% | +56.5% | +73.6% |
| All | +592.1% | +586.4% | +5.7% | +160.7% |
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