+57.6%
IWF vs VSAT
+31.4%
+26.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +0.1% |
| 7D | +5.3% | +20.0% | -14.7% | +3.3% |
| 30D | -8.6% | +6.5% | -15.1% | -9.5% |
| 3M | -6.5% | -18.3% | +11.8% | -5.3% |
| 6M | -5.6% | +0.4% | -6.0% | -7.1% |
| YTD | -1.5% | +106.7% | -108.3% | -10.1% |
| 1Y | -2.8% | +89.9% | -92.7% | -10.8% |
| 3Y | +67.1% | +276.3% | -209.2% | +34.3% |
| 5Y | +57.6% | +32.9% | +24.7% | +39.2% |
| All | +57.6% | +31.4% | +26.2% | +39.2% |
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 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