+125.9%
IEF vs VSAT
+1,279.2%
-1,153.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.8% | -0.3% |
| 7D | -2.0% | +5.9% | -7.9% | -1.9% |
| 30D | +0.7% | +9.7% | -9.0% | +0.9% |
| 3M | -2.5% | -18.3% | +15.8% | -2.7% |
| 6M | -2.6% | -4.1% | +1.5% | -2.3% |
| YTD | -3.2% | +96.5% | -99.7% | -1.6% |
| 1Y | -3.0% | +89.3% | -92.3% | -1.5% |
| 3Y | +10.5% | +270.1% | -259.5% | +15.1% |
| 5Y | -8.2% | +26.4% | -34.5% | -6.3% |
| 10Y | +6.7% | -16.5% | +23.3% | +9.0% |
| All | +125.9% | +1,279.2% | -1,153.4% | +158.5% |
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