+579.5%
VRSK vs IAG
+46.5%
+533.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -7.7% | -4.1% | -3.7% | -7.6% |
| 30D | -2.8% | +10.6% | -13.5% | -3.1% |
| 3M | -3.7% | +35.4% | -39.1% | -4.6% |
| 6M | -12.8% | -9.5% | -3.2% | -12.7% |
| YTD | -21.0% | +21.8% | -42.8% | -21.9% |
| 1Y | -32.5% | +84.1% | -116.6% | -34.3% |
| 3Y | -26.5% | +817.4% | -843.9% | -33.5% |
| 5Y | -11.5% | +830.1% | -841.6% | -21.0% |
| 10Y | +125.7% | +413.8% | -288.1% | +101.0% |
| All | +579.5% | +46.5% | +533.1% | +523.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling