+0.5%
IVZ vs VSAT
-3.2%
+3.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -1.0% |
| 7D | -2.4% | -17.0% | +14.5% | -0.4% |
| 30D | -11.2% | -9.8% | -1.4% | -10.6% |
| 3M | -14.0% | -22.0% | +8.0% | -12.0% |
| 6M | +0.5% | -5.0% | +5.4% | -1.1% |
| All | +0.5% | -3.2% | +3.7% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling