+124.0%
VRSK vs IRM
+440.8%
-316.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | -5.2% | -1.4% | -3.7% | -4.8% |
| 30D | -2.3% | -7.4% | +5.1% | -0.6% |
| 3M | -2.9% | -7.4% | +4.4% | -1.6% |
| 6M | -12.8% | +8.7% | -21.5% | -15.8% |
| YTD | -20.8% | +40.9% | -61.8% | -29.2% |
| 1Y | -33.2% | +20.5% | -53.7% | -37.9% |
| 3Y | -26.6% | +101.7% | -128.3% | -43.5% |
| 5Y | -11.3% | +197.7% | -209.0% | -40.5% |
| All | +124.0% | +440.8% | -316.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling