+73.6%
IWD vs VSAT
+53.4%
+20.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.0% |
| 7D | -0.2% | +17.3% | -17.5% | -1.3% |
| 30D | -0.8% | -3.3% | +2.5% | -0.7% |
| 3M | +8.0% | +18.7% | -10.7% | +5.9% |
| 6M | +18.2% | +77.6% | -59.4% | +11.8% |
| YTD | +22.3% | +125.6% | -103.3% | +13.2% |
| 1Y | +28.9% | +158.3% | -129.4% | +17.4% |
| 3Y | +71.5% | +226.1% | -154.6% | +46.0% |
| 5Y | +73.6% | +54.7% | +18.9% | +46.9% |
| All | +73.6% | +53.4% | +20.2% | +46.9% |
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 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