+363.6%
IGV vs VSAT
-16.2%
+379.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.7% | +0.4% |
| 7D | +2.3% | +5.9% | -3.6% | +1.5% |
| 30D | -6.0% | +9.7% | -15.7% | -7.5% |
| 3M | -4.8% | -18.3% | +13.5% | -3.2% |
| 6M | +14.2% | -4.1% | +18.3% | +12.0% |
| YTD | -4.2% | +96.5% | -100.8% | -15.8% |
| 1Y | -5.3% | +89.3% | -94.5% | -16.6% |
| 3Y | +38.8% | +270.1% | -231.3% | +0.4% |
| 5Y | +14.2% | +26.4% | -12.2% | -5.3% |
| All | +363.6% | -16.2% | +379.8% | +276.3% |
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