-26.7%
VRSK vs IRM
+98.2%
-124.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -7.7% | -1.8% | -5.9% | -7.6% |
| 30D | -2.8% | -7.8% | +4.9% | -2.3% |
| 3M | -3.7% | -7.9% | +4.1% | -3.3% |
| 6M | -12.8% | +6.3% | -19.1% | -14.3% |
| YTD | -21.0% | +38.2% | -59.1% | -25.5% |
| 1Y | -32.5% | +19.8% | -52.3% | -35.0% |
| All | -26.7% | +98.2% | -124.9% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling