+223.6%
IP vs VRSK
+704.6%
-481.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | -2.8% | +4.1% | -6.9% | -4.6% |
| 30D | +9.2% | +16.1% | -6.9% | +2.4% |
| 3M | -16.1% | +14.1% | -30.3% | -21.3% |
| 6M | +9.6% | +22.9% | -13.3% | -0.9% |
| YTD | -8.8% | -7.2% | -1.6% | -8.5% |
| 1Y | -5.5% | -3.4% | -2.2% | -6.9% |
| 3Y | +19.6% | -11.5% | +31.1% | +18.3% |
| 5Y | -13.5% | +0.2% | -13.6% | -21.5% |
| 10Y | +22.4% | +161.3% | -138.9% | -34.4% |
| All | +223.6% | +704.6% | -481.0% | -3.4% |
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 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