+20.3%
IP vs VRSK
-26.9%
+47.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.6% |
| 7D | +0.1% | -9.7% | +9.8% | +0.9% |
| 30D | -11.2% | -8.5% | -2.7% | -10.7% |
| 3M | +12.3% | -1.7% | +14.0% | +12.6% |
| 6M | -5.2% | -17.9% | +12.6% | -3.8% |
| YTD | -4.0% | -21.1% | +17.2% | -1.6% |
| 1Y | -19.2% | -35.1% | +15.9% | -15.0% |
| 3Y | +20.3% | -26.7% | +47.0% | +23.8% |
| All | +20.3% | -26.9% | +47.2% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling