+55.4%
IOT vs VRSK
-19.3%
+74.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | -4.5% | -5.2% | +0.6% | -1.3% |
| 30D | -2.4% | -2.3% | -0.1% | -1.2% |
| 3M | +19.0% | -2.9% | +21.9% | +21.4% |
| 6M | +19.6% | -12.8% | +32.4% | +30.5% |
| YTD | +8.3% | -20.8% | +29.1% | +25.4% |
| 1Y | -0.8% | -33.2% | +32.4% | +27.7% |
| 3Y | +24.4% | -26.6% | +51.0% | +37.3% |
| All | +55.4% | -19.3% | +74.7% | +77.7% |
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