-11.1%
VRSK vs IFF
-35.8%
+24.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -5.2% | -3.2% | -2.0% | -4.7% |
| 30D | -2.3% | -0.3% | -2.0% | -2.3% |
| 3M | -2.9% | +8.4% | -11.4% | -4.2% |
| 6M | -12.8% | +23.0% | -35.8% | -16.3% |
| YTD | -20.8% | +25.5% | -46.3% | -24.5% |
| 1Y | -33.2% | +29.1% | -62.3% | -36.8% |
| 3Y | -26.6% | +31.7% | -58.2% | -31.9% |
| All | -11.1% | -35.8% | +24.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling