-26.6%
VRSK vs IBN
+27.4%
-54.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -5.2% | -3.0% | -2.2% | -5.0% |
| 30D | -2.3% | -1.5% | -0.8% | -2.2% |
| 3M | -2.9% | +7.9% | -10.8% | -3.3% |
| 6M | -12.8% | +8.6% | -21.4% | -13.1% |
| YTD | -20.8% | -0.6% | -20.3% | -20.6% |
| 1Y | -33.2% | -7.3% | -25.9% | -32.6% |
| 3Y | -26.6% | +26.2% | -52.8% | -27.3% |
| All | -26.6% | +27.4% | -54.0% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling