+78.1%
IVV vs VRSK
-10.6%
+88.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +2.6% | +1.6% | +1.0% | +2.5% |
| 30D | -2.0% | +15.1% | -17.1% | -2.5% |
| 3M | -2.8% | +12.1% | -14.8% | -3.2% |
| 6M | +2.2% | +29.4% | -27.2% | +0.3% |
| YTD | +11.5% | -6.4% | +17.9% | +13.4% |
| 1Y | +13.5% | -3.6% | +17.1% | +14.9% |
| 3Y | +78.1% | -10.9% | +89.0% | +83.9% |
| All | +78.1% | -10.6% | +88.7% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling