+22.0%
IP vs VRSK
-13.1%
+35.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +3.0% |
| 7D | -3.0% | -0.4% | -2.6% | -3.0% |
| 30D | +10.6% | +12.9% | -2.3% | +9.6% |
| 3M | -13.6% | +4.9% | -18.4% | -14.1% |
| 6M | +10.4% | +17.3% | -6.9% | +9.4% |
| YTD | -6.5% | -9.6% | +3.1% | -5.5% |
| 1Y | -2.1% | -5.6% | +3.5% | -1.5% |
| 3Y | +22.0% | -12.9% | +34.9% | +25.4% |
| All | +22.0% | -13.1% | +35.1% | +25.4% |
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 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