+144.3%
IEMG vs VSAT
+91.3%
+52.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | +0.3% |
| 7D | +1.6% | +3.5% | -1.9% | +1.1% |
| 30D | +4.6% | -14.7% | +19.3% | +6.6% |
| 3M | +4.8% | +13.2% | -8.3% | +2.2% |
| 6M | +16.8% | +57.4% | -40.5% | +8.6% |
| YTD | +24.8% | +110.0% | -85.1% | +11.3% |
| 1Y | +34.3% | +134.4% | -100.1% | +17.1% |
| 3Y | +87.0% | +203.5% | -116.6% | +44.5% |
| 5Y | +49.9% | +47.1% | +2.8% | +22.8% |
| 10Y | +144.8% | +0.4% | +144.4% | +100.3% |
| All | +144.3% | +91.3% | +52.9% | +86.1% |
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