+147.9%
IVZ vs VSAT
+295.9%
-148.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.2% | -0.5% | +2.7% | +1.9% |
| 30D | -2.2% | +4.0% | -6.1% | -3.2% |
| 3M | -8.4% | -11.8% | +3.3% | -7.7% |
| 6M | +6.2% | +6.9% | -0.8% | +2.9% |
| YTD | +12.4% | +117.2% | -104.8% | -1.7% |
| 1Y | +26.0% | +102.4% | -76.4% | +10.8% |
| 3Y | +147.9% | +295.5% | -147.6% | +84.8% |
| All | +147.9% | +295.9% | -148.0% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling