+417.0%
VSAT vs IAG
+377.5%
+39.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +5.3% |
| 7D | +11.8% | -0.5% | +12.3% | +11.9% |
| 30D | -7.0% | +28.9% | -35.9% | -9.8% |
| 3M | +3.3% | +19.1% | -15.9% | +1.0% |
| 6M | +57.4% | -10.3% | +67.7% | +58.2% |
| YTD | +118.6% | +24.2% | +94.4% | +111.5% |
| 1Y | +150.2% | +116.5% | +33.7% | +128.6% |
| 3Y | +160.7% | +742.8% | -582.1% | +106.0% |
| 5Y | +51.2% | +753.3% | -702.1% | +15.9% |
| 10Y | -0.7% | +403.2% | -403.9% | -25.2% |
| All | +417.0% | +377.5% | +39.5% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling