+247.7%
IP vs VRSK
+623.8%
-376.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.2% |
| 7D | -5.3% | -3.1% | -2.1% | -4.1% |
| 30D | -10.9% | -1.6% | -9.3% | -10.6% |
| 3M | +11.2% | +3.5% | +7.7% | +8.9% |
| 6M | -10.2% | -13.4% | +3.1% | -6.0% |
| YTD | -2.0% | -16.5% | +14.5% | +3.4% |
| 1Y | -19.1% | -30.6% | +11.5% | -7.7% |
| 3Y | +20.9% | -21.9% | +42.7% | +26.7% |
| 5Y | -17.8% | -6.3% | -11.5% | -23.2% |
| 10Y | +23.5% | +133.1% | -109.6% | -30.1% |
| All | +247.7% | +623.8% | -376.1% | +9.1% |
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