+37.0%
VSAT vs IAG
+495.5%
-458.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.7% | +7.3% | +2.4% |
| 7D | -0.5% | +16.8% | -17.4% | -4.8% |
| 30D | +4.0% | -1.5% | +5.4% | +4.0% |
| 3M | -11.8% | +0.5% | -12.2% | -12.4% |
| 6M | +6.9% | -1.0% | +7.9% | +5.6% |
| YTD | +117.2% | +12.3% | +104.9% | +103.8% |
| 1Y | +102.4% | +39.2% | +63.2% | +80.2% |
| 3Y | +295.5% | +712.3% | -416.8% | +117.0% |
| 5Y | +37.0% | +484.2% | -447.2% | -28.4% |
| All | +37.0% | +495.5% | -458.5% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling