+1.3%
VSAT vs IAG
+423.2%
-421.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.9% |
| 7D | +3.4% | -4.1% | +7.5% | +4.0% |
| 30D | -12.2% | +10.6% | -22.9% | -13.8% |
| 3M | +20.6% | +35.4% | -14.8% | +14.3% |
| 6M | +60.2% | -9.5% | +69.7% | +60.8% |
| YTD | +115.3% | +21.8% | +93.4% | +105.6% |
| 1Y | +154.6% | +84.1% | +70.4% | +129.2% |
| 3Y | +211.2% | +817.4% | -606.2% | +123.4% |
| 5Y | +52.7% | +830.1% | -777.4% | +5.0% |
| All | +1.3% | +423.2% | -421.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling