+114.8%
IP vs VRSN
+7,112.9%
-6,998.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.7% |
| 7D | -5.0% | +2.0% | -7.0% | -5.2% |
| 30D | +6.5% | +6.5% | +0.1% | +5.6% |
| 3M | -18.0% | +6.7% | -24.7% | -18.8% |
| 6M | +10.3% | +13.8% | -3.5% | +8.0% |
| YTD | -9.9% | +29.6% | -39.5% | -13.6% |
| 1Y | -1.1% | +29.5% | -30.5% | -5.1% |
| 3Y | +13.0% | +56.9% | -43.9% | +4.9% |
| 5Y | -12.3% | +36.6% | -48.8% | -17.5% |
| 10Y | +26.8% | +298.3% | -271.5% | +3.5% |
| All | +114.8% | +7,112.9% | -6,998.0% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling