-12.4%
IP vs VSAT
-0.1%
-12.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.8% | +0.2% |
| 7D | -5.1% | -17.0% | +11.9% | -3.7% |
| 30D | +8.5% | -9.8% | +18.3% | +9.1% |
| 3M | -13.8% | -22.0% | +8.2% | -12.5% |
| 6M | +5.7% | -5.0% | +10.7% | +4.7% |
| YTD | -9.1% | +85.6% | -94.7% | -15.7% |
| 1Y | -0.8% | +80.2% | -81.0% | -7.9% |
| 3Y | +14.8% | +250.0% | -235.2% | -6.0% |
| All | -12.4% | -0.1% | -12.3% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling