+72.9%
IWD vs VSAT
+33.0%
+39.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +16.3% | -14.3% | +0.9% |
| 7D | +1.3% | +0.4% | +0.9% | +1.0% |
| 30D | +3.6% | +3.3% | +0.3% | +3.0% |
| 3M | +2.3% | -7.5% | +9.8% | +2.3% |
| 6M | +13.0% | +6.2% | +6.8% | +10.9% |
| YTD | +26.2% | +115.8% | -89.6% | +16.5% |
| 1Y | +30.5% | +107.7% | -77.2% | +20.5% |
| 3Y | +86.2% | +292.0% | -205.8% | +54.5% |
| 5Y | +72.9% | +35.3% | +37.6% | +57.6% |
| All | +72.9% | +33.0% | +39.9% | +57.6% |
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 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