+50.3%
VSAT vs IBN
+1,760.3%
-1,710.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.0% |
| 7D | +5.9% | +1.9% | +4.0% | +5.4% |
| 30D | +9.7% | +22.1% | -12.4% | +3.2% |
| 3M | -18.3% | +17.1% | -35.4% | -22.3% |
| 6M | -4.1% | +35.5% | -39.6% | -12.3% |
| YTD | +96.5% | +16.8% | +79.7% | +87.3% |
| 1Y | +89.3% | +12.4% | +76.9% | +82.4% |
| 3Y | +270.1% | +58.0% | +212.0% | +221.0% |
| 5Y | +26.4% | +73.7% | -47.4% | +6.2% |
| 10Y | -16.5% | +385.6% | -402.1% | -49.5% |
| All | +50.3% | +1,760.3% | -1,710.0% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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