+637.4%
IVZ vs VSAT
+1,246.3%
-608.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -2.0% |
| 7D | -2.4% | -17.0% | +14.5% | +1.9% |
| 30D | -11.2% | -9.8% | -1.4% | -9.8% |
| 3M | -14.0% | -22.0% | +8.0% | -9.9% |
| 6M | +0.5% | -5.0% | +5.4% | -2.9% |
| YTD | +5.4% | +85.6% | -80.1% | -16.6% |
| 1Y | +19.5% | +80.2% | -60.7% | -5.6% |
| 3Y | +128.7% | +250.0% | -121.3% | +23.4% |
| 5Y | +28.8% | -4.6% | +33.3% | -8.7% |
| 10Y | +52.3% | -7.2% | +59.5% | +3.3% |
| All | +637.4% | +1,246.3% | -608.9% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling