+200.5%
IWD vs VSAT
-3.0%
+203.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.4% | +0.2% |
| 7D | -1.2% | +3.5% | -4.7% | -1.6% |
| 30D | -1.6% | -14.7% | +13.1% | 0.0% |
| 3M | +7.0% | +13.2% | -6.2% | +4.0% |
| 6M | +17.0% | +57.4% | -40.4% | +8.1% |
| YTD | +21.6% | +110.0% | -88.4% | +7.6% |
| 1Y | +28.0% | +134.4% | -106.4% | +10.5% |
| 3Y | +70.6% | +203.5% | -133.0% | +29.7% |
| 5Y | +73.3% | +47.1% | +26.2% | +41.2% |
| 10Y | +200.5% | +0.4% | +200.1% | +137.9% |
| All | +200.5% | -3.0% | +203.5% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling