+1.1%
IOVA vs VSAT
-11.9%
+12.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.2% | -0.5% | -4.6% |
| 7D | -1.4% | +20.0% | -21.4% | -5.5% |
| 30D | -47.4% | +6.5% | -53.9% | -48.3% |
| 3M | +13.2% | -18.3% | +31.5% | +16.9% |
| 6M | +114.3% | +0.4% | +114.0% | +107.9% |
| YTD | +179.5% | +106.7% | +72.8% | +126.7% |
| 1Y | +200.4% | +89.9% | +110.5% | +147.4% |
| 3Y | +92.2% | +276.3% | -184.1% | +15.1% |
| 5Y | -63.8% | +32.9% | -96.7% | -74.2% |
| All | +1.1% | -11.9% | +12.9% | -31.1% |
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