-11.1%
VRSK vs IAG
+820.9%
-832.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -5.2% | -1.1% | -4.1% | -5.1% |
| 30D | -2.3% | +12.1% | -14.4% | -2.5% |
| 3M | -2.9% | +25.5% | -28.4% | -3.4% |
| 6M | -12.8% | -7.1% | -5.7% | -12.4% |
| YTD | -20.8% | +22.9% | -43.7% | -21.7% |
| 1Y | -33.2% | +83.3% | -116.6% | -35.6% |
| 3Y | -26.6% | +808.5% | -835.1% | -37.9% |
| All | -11.1% | +820.9% | -832.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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