-11.3%
VRSK vs IOVA
-64.2%
+53.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.1% |
| 7D | -7.7% | -6.4% | -1.3% | -7.6% |
| 30D | -2.8% | +25.4% | -28.2% | -3.4% |
| 3M | -3.7% | +115.3% | -119.1% | -5.7% |
| 6M | -12.8% | +56.5% | -69.3% | -14.0% |
| YTD | -21.0% | +198.2% | -219.1% | -23.6% |
| 1Y | -32.5% | +242.0% | -274.5% | -35.1% |
| 3Y | -26.5% | +36.8% | -63.3% | -30.5% |
| All | -11.3% | -64.2% | +53.0% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling