-16.1%
IP vs VSAT
+51.9%
-68.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.8% |
| 7D | -5.3% | +11.8% | -17.1% | -6.1% |
| 30D | -10.9% | -7.0% | -3.8% | -10.4% |
| 3M | +11.2% | +3.3% | +7.9% | +10.0% |
| 6M | -10.2% | +57.4% | -67.7% | -14.8% |
| YTD | -2.0% | +118.6% | -120.6% | -9.8% |
| 1Y | -19.1% | +150.2% | -169.3% | -26.8% |
| 3Y | +20.9% | +160.7% | -139.9% | +3.5% |
| All | -16.1% | +51.9% | -68.0% | -31.4% |
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 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