+22.9%
IP vs VSAT
-0.8%
+23.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.5% |
| 7D | -5.3% | +11.8% | -17.1% | -6.7% |
| 30D | -10.9% | -7.0% | -3.8% | -10.1% |
| 3M | +11.2% | +3.3% | +7.9% | +9.2% |
| 6M | -10.2% | +57.4% | -67.7% | -17.8% |
| YTD | -2.0% | +118.6% | -120.6% | -14.9% |
| 1Y | -19.1% | +150.2% | -169.3% | -31.8% |
| 3Y | +20.9% | +160.7% | -139.9% | -7.7% |
| 5Y | -17.8% | +51.2% | -69.0% | -34.9% |
| All | +22.9% | -0.8% | +23.7% | -1.4% |
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