-11.5%
IP vs VRSN
+36.4%
-47.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.5% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | +9.4% | +2.4% | +6.9% | +8.7% |
| 3M | -14.1% | +6.4% | -20.4% | -15.4% |
| 6M | +9.2% | +8.6% | +0.6% | +6.4% |
| YTD | -7.5% | +29.3% | -36.8% | -14.0% |
| 1Y | -2.8% | +27.2% | -30.0% | -9.2% |
| 3Y | +21.2% | +52.8% | -31.6% | +5.7% |
| 5Y | -11.5% | +36.7% | -48.2% | -26.5% |
| All | -11.5% | +36.4% | -47.9% | -26.5% |
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