-12.8%
VRSK vs IAG
-10.0%
-2.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.6% |
| 7D | -7.7% | -4.1% | -3.7% | -8.4% |
| 30D | -2.8% | +10.6% | -13.5% | -0.6% |
| 3M | -3.7% | +35.4% | -39.1% | +4.2% |
| 6M | -12.8% | -9.5% | -3.2% | -12.5% |
| All | -12.8% | -10.0% | -2.7% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling