+129.8%
IEF vs VSAT
+1,434.0%
-1,304.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.1% | 0.0% |
| 7D | -0.3% | +11.8% | -12.1% | -0.1% |
| 30D | -0.8% | -7.0% | +6.3% | -0.9% |
| 3M | -1.0% | +3.3% | -4.2% | -0.8% |
| 6M | -2.8% | +57.4% | -60.2% | -1.8% |
| YTD | -1.5% | +118.6% | -120.1% | +0.1% |
| 1Y | -0.4% | +150.2% | -150.7% | +1.6% |
| 3Y | +9.7% | +160.7% | -151.1% | +13.1% |
| 5Y | -8.3% | +51.2% | -59.5% | -6.0% |
| 10Y | +4.6% | -0.7% | +5.3% | +7.3% |
| All | +129.8% | +1,434.0% | -1,304.2% | +163.2% |
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