-33.2%
VRSK vs IBN
-5.9%
-27.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.3% |
| 7D | -5.2% | -3.0% | -2.2% | -5.3% |
| 30D | -2.3% | -1.5% | -0.8% | -2.3% |
| 3M | -2.9% | +7.9% | -10.8% | -2.1% |
| 6M | -12.8% | +8.6% | -21.4% | -11.7% |
| YTD | -20.8% | -0.6% | -20.3% | -20.5% |
| 1Y | -33.2% | -7.3% | -25.9% | -34.0% |
| All | -33.2% | -5.9% | -27.3% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling