+17.6%
IP vs VRSK
+162.8%
-145.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -0.3% | +1.6% | -1.9% | -0.9% |
| 30D | +7.9% | +15.1% | -7.2% | +2.3% |
| 3M | -15.3% | +12.1% | -27.4% | -19.4% |
| 6M | +10.5% | +29.4% | -18.9% | -0.9% |
| YTD | -9.4% | -6.4% | -3.0% | -8.9% |
| 1Y | -4.6% | -3.6% | -1.1% | -5.4% |
| 3Y | +21.2% | -10.9% | +32.2% | +19.9% |
| 5Y | -13.3% | -0.5% | -12.8% | -21.0% |
| All | +17.6% | +162.8% | -145.2% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling