-26.6%
VRSK vs IBB
+61.1%
-87.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.2% | -4.2% | -0.9% | -4.5% |
| 30D | -2.3% | +1.1% | -3.4% | -2.5% |
| 3M | -2.9% | +19.0% | -22.0% | -5.6% |
| 6M | -12.8% | +18.9% | -31.7% | -15.3% |
| YTD | -20.8% | +20.3% | -41.2% | -23.4% |
| 1Y | -33.2% | +41.5% | -74.7% | -38.1% |
| 3Y | -26.6% | +60.3% | -86.8% | -34.9% |
| All | -26.6% | +61.1% | -87.7% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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