-33.2%
VRSK vs IOVA
+259.8%
-293.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | +0.1% |
| 7D | -5.2% | -2.2% | -3.0% | -5.1% |
| 30D | -2.3% | +27.6% | -29.9% | -2.7% |
| 3M | -2.9% | +117.2% | -120.1% | -4.5% |
| 6M | -12.8% | +77.7% | -90.5% | -13.2% |
| YTD | -20.8% | +215.0% | -235.8% | -23.9% |
| 1Y | -33.2% | +255.4% | -288.6% | -34.9% |
| All | -33.2% | +259.8% | -293.1% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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