+1,055.9%
IJH vs VSAT
+274.7%
+781.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.9% | +0.2% |
| 7D | -0.7% | +3.5% | -4.2% | -1.4% |
| 30D | -3.8% | -14.7% | +10.9% | -1.2% |
| 3M | 0.0% | +13.2% | -13.1% | -4.2% |
| 6M | +8.8% | +57.4% | -48.6% | -3.4% |
| YTD | +13.5% | +110.0% | -96.5% | -5.7% |
| 1Y | +15.4% | +134.4% | -119.0% | -7.4% |
| 3Y | +50.9% | +203.5% | -152.6% | -0.6% |
| 5Y | +47.8% | +47.1% | +0.7% | +5.7% |
| 10Y | +183.1% | +0.4% | +182.7% | +107.2% |
| All | +1,055.9% | +274.7% | +781.2% | +460.3% |
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 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