+727.5%
IWF vs VSAT
+290.0%
+437.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.8% |
| 7D | +0.5% | +11.8% | -11.3% | -1.3% |
| 30D | -0.4% | -7.0% | +6.7% | +0.6% |
| 3M | -2.6% | +3.3% | -5.9% | -4.6% |
| 6M | +9.1% | +57.4% | -48.3% | -1.3% |
| YTD | +4.5% | +118.6% | -114.1% | -11.4% |
| 1Y | +10.1% | +150.2% | -140.1% | -9.8% |
| 3Y | +77.6% | +160.7% | -83.1% | +27.6% |
| 5Y | +73.7% | +51.2% | +22.5% | +29.5% |
| 10Y | +411.5% | -0.7% | +412.2% | +287.1% |
| All | +727.5% | +290.0% | +437.5% | +295.7% |
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