+2.4%
IVZ vs VSAT
-8.5%
+10.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -11.1% | +3.1% | -6.5% |
| 7D | -6.7% | -23.9% | +17.2% | -3.6% |
| 30D | -10.9% | -20.2% | +9.3% | -8.7% |
| 3M | -14.8% | -26.7% | +11.9% | -12.1% |
| 6M | +2.4% | -9.4% | +11.8% | +1.6% |
| All | +2.4% | -8.5% | +10.9% | +1.6% |
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