+37.0%
IVZ vs VSAT
+25.1%
+11.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +3.1% |
| 7D | +7.6% | +5.9% | +1.7% | +6.5% |
| 30D | +4.3% | +9.7% | -5.4% | +2.2% |
| 3M | -9.3% | -18.3% | +9.0% | -7.3% |
| 6M | +5.2% | -4.1% | +9.3% | +3.1% |
| YTD | +13.4% | +96.5% | -83.1% | -2.6% |
| 1Y | +25.4% | +89.3% | -63.9% | +7.8% |
| 3Y | +152.5% | +270.1% | -117.6% | +72.5% |
| All | +37.0% | +25.1% | +11.9% | +15.3% |
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