+726.5%
IWD vs VSAT
+290.0%
+436.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.4% |
| 7D | -0.3% | +11.8% | -12.1% | -1.9% |
| 30D | +0.6% | -7.0% | +7.6% | +1.4% |
| 3M | +7.2% | +3.3% | +3.9% | +5.0% |
| 6M | +16.2% | +57.4% | -41.2% | +6.0% |
| YTD | +23.3% | +118.6% | -95.2% | +6.3% |
| 1Y | +29.6% | +150.2% | -120.7% | +8.2% |
| 3Y | +70.5% | +160.7% | -90.3% | +26.7% |
| 5Y | +73.5% | +51.2% | +22.3% | +33.1% |
| 10Y | +198.3% | -0.7% | +199.0% | +132.6% |
| All | +726.5% | +290.0% | +436.5% | +370.4% |
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