-12.8%
VRSK vs IFF
+16.7%
-29.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | -5.2% | -3.2% | -2.0% | -5.5% |
| 30D | -2.3% | -0.3% | -2.0% | -2.4% |
| 3M | -2.9% | +8.4% | -11.4% | -1.7% |
| 6M | -12.8% | +23.0% | -35.8% | -7.3% |
| All | -12.8% | +16.7% | -29.5% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling