+18.3%
IP vs VRSK
+128.2%
-109.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.4% | -6.5% | -5.6% |
| 7D | -4.6% | -5.4% | +0.8% | -2.7% |
| 30D | -15.3% | -1.8% | -13.5% | -14.9% |
| 3M | +2.7% | -2.2% | +4.9% | +2.8% |
| 6M | -7.4% | -14.9% | +7.5% | -2.7% |
| YTD | -8.8% | -20.0% | +11.2% | -2.5% |
| 1Y | -22.4% | -33.1% | +10.7% | -10.7% |
| 3Y | +14.2% | -25.6% | +39.9% | +21.5% |
| 5Y | -21.8% | -10.1% | -11.7% | -26.5% |
| 10Y | +18.3% | +128.4% | -110.1% | -35.6% |
| All | +18.3% | +128.2% | -109.9% | -35.6% |
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