+168.1%
IJR vs VSAT
+3.3%
+164.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -2.2% | -1.3% | -0.8% | -2.0% |
| 30D | -4.6% | -14.8% | +10.2% | -2.1% |
| 3M | +0.2% | +2.2% | -2.0% | -1.8% |
| 6M | +14.7% | +60.2% | -45.5% | +1.9% |
| YTD | +18.9% | +115.6% | -96.8% | -1.3% |
| 1Y | +19.9% | +132.9% | -112.9% | -3.1% |
| 3Y | +53.0% | +216.1% | -163.1% | +1.5% |
| 5Y | +40.9% | +52.9% | -12.1% | +3.3% |
| All | +168.1% | +3.3% | +164.8% | +98.8% |
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