+548.2%
VRSK vs IOVA
-92.0%
+640.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.5% |
| 7D | -5.4% | -2.2% | -3.2% | -5.4% |
| 30D | -1.8% | +31.7% | -33.5% | -2.1% |
| 3M | -2.2% | +117.3% | -119.5% | -3.2% |
| 6M | -14.9% | +55.8% | -70.7% | -15.5% |
| YTD | -20.0% | +208.8% | -228.8% | -21.3% |
| 1Y | -33.1% | +255.7% | -288.8% | -34.4% |
| 3Y | -25.6% | +41.7% | -67.3% | -27.1% |
| 5Y | -10.1% | -64.9% | +54.8% | -11.3% |
| 10Y | +128.4% | +6.3% | +122.1% | +123.7% |
| All | +548.2% | -92.0% | +640.2% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling