-5.5%
IP vs VRSN
+29.0%
-34.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -2.8% | -1.2% | -1.5% | -2.6% |
| 30D | +9.2% | +3.8% | +5.4% | +8.8% |
| 3M | -16.1% | +9.5% | -25.7% | -16.9% |
| 6M | +9.6% | +10.3% | -0.7% | +7.0% |
| YTD | -8.8% | +30.5% | -39.3% | -10.6% |
| 1Y | -5.5% | +27.9% | -33.4% | -6.4% |
| All | -5.5% | +29.0% | -34.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 1y: compounded portfolio wealth divided by compounded VRSN 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…
1y analysis · Full analysis span regression · 6 months rolling