+357.7%
IGV vs VSAT
+3.3%
+354.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.9% | -1.3% | -1.6% | -2.8% |
| 30D | -1.5% | -14.8% | +13.3% | +0.3% |
| 3M | +11.7% | +2.2% | +9.5% | +10.1% |
| 6M | +18.4% | +60.2% | -41.8% | +8.7% |
| YTD | -3.9% | +115.6% | -119.6% | -15.9% |
| 1Y | -9.7% | +132.9% | -142.5% | -22.4% |
| 3Y | +38.4% | +216.1% | -177.6% | +3.6% |
| 5Y | +21.6% | +52.9% | -31.3% | -2.7% |
| All | +357.7% | +3.3% | +354.4% | +275.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling