-11.1%
VRSK vs IRM
+197.3%
-208.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | -5.2% | -1.4% | -3.7% | -4.9% |
| 30D | -2.3% | -7.4% | +5.1% | -1.0% |
| 3M | -2.9% | -7.4% | +4.4% | -1.9% |
| 6M | -12.8% | +8.7% | -21.5% | -15.6% |
| YTD | -20.8% | +40.9% | -61.8% | -28.5% |
| 1Y | -33.2% | +20.5% | -53.7% | -37.4% |
| 3Y | -26.6% | +101.7% | -128.3% | -44.3% |
| All | -11.1% | +197.3% | -208.4% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling