+30.7%
IVZ vs VSAT
+85.9%
-55.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -11.2% | +15.4% | +5.7% |
| 7D | +2.6% | -14.7% | +17.3% | +4.8% |
| 30D | -3.5% | -4.3% | +0.8% | -3.5% |
| 3M | -7.4% | -22.5% | +15.1% | -4.7% |
| 6M | +14.7% | +4.7% | +10.0% | +10.8% |
| YTD | +14.6% | +93.8% | -79.2% | -1.1% |
| 1Y | +30.7% | +79.8% | -49.1% | +13.9% |
| All | +30.7% | +85.9% | -55.2% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling