+388.9%
VSAT vs IAG
+299.6%
+89.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.1% | 0.0% | -4.6% |
| 7D | +20.0% | -2.1% | +22.0% | +20.4% |
| 30D | +6.5% | -6.2% | +12.7% | +7.1% |
| 3M | -18.3% | -5.1% | -13.2% | -18.0% |
| 6M | +0.4% | -10.0% | +10.3% | +1.0% |
| YTD | +106.7% | +3.9% | +102.8% | +103.7% |
| 1Y | +89.9% | +18.9% | +71.0% | +84.7% |
| 3Y | +276.3% | +651.8% | -375.4% | +201.1% |
| 5Y | +32.9% | +416.3% | -383.3% | +6.3% |
| 10Y | -12.2% | +377.4% | -389.6% | -33.0% |
| All | +388.9% | +299.6% | +89.3% | +225.9% |
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