+1,395.9%
IBKR vs VSAT
+112.6%
+1,283.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.5% |
| 7D | -3.8% | +3.4% | -7.2% | -4.6% |
| 30D | -0.3% | -12.2% | +11.9% | +2.1% |
| 3M | +4.8% | +20.6% | -15.8% | -1.5% |
| 6M | +30.8% | +60.2% | -29.4% | +14.1% |
| YTD | +39.5% | +115.3% | -75.8% | +13.5% |
| 1Y | +43.7% | +154.6% | -110.9% | +11.7% |
| 3Y | +284.7% | +211.2% | +73.5% | +142.3% |
| 5Y | +484.9% | +52.7% | +432.2% | +299.5% |
| 10Y | +980.8% | +2.9% | +977.9% | +658.1% |
| All | +1,395.9% | +112.6% | +1,283.3% | +452.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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