-13.6%
IP vs VRSN
+34.7%
-48.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | +7.9% | +3.9% | +4.1% | +7.0% |
| 3M | -15.3% | +9.3% | -24.6% | -17.2% |
| 6M | +10.5% | +6.7% | +3.9% | +8.2% |
| YTD | -9.4% | +30.0% | -39.4% | -15.9% |
| 1Y | -4.6% | +26.0% | -30.6% | -10.7% |
| 3Y | +21.2% | +53.1% | -31.9% | +5.7% |
| All | -13.6% | +34.7% | -48.3% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling