+578.1%
VRSK vs IBB
+714.9%
-136.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.4% | -4.7% |
| 7D | -9.7% | -1.7% | -8.0% | -9.1% |
| 30D | -8.5% | +4.9% | -13.4% | -10.3% |
| 3M | -1.7% | +24.2% | -25.9% | -9.9% |
| 6M | -17.9% | +23.8% | -41.7% | -25.1% |
| YTD | -21.1% | +23.0% | -44.1% | -28.0% |
| 1Y | -35.1% | +46.2% | -81.3% | -44.9% |
| 3Y | -26.7% | +64.8% | -91.5% | -41.7% |
| 5Y | -12.0% | +20.9% | -32.9% | -21.4% |
| 10Y | +122.9% | +121.6% | +1.3% | +54.3% |
| All | +578.1% | +714.9% | -136.8% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling