-26.7%
VRSK vs IOVA
+36.1%
-62.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.2% |
| 7D | -7.7% | -6.4% | -1.3% | -7.7% |
| 30D | -2.8% | +25.4% | -28.2% | -3.0% |
| 3M | -3.7% | +115.3% | -119.1% | -4.2% |
| 6M | -12.8% | +56.5% | -69.3% | -12.9% |
| YTD | -21.0% | +198.2% | -219.1% | -21.7% |
| 1Y | -32.5% | +242.0% | -274.5% | -33.1% |
| All | -26.7% | +36.1% | -62.8% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling