+150.2%
VSAT vs IFF
+34.4%
+115.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +11.8% | -1.8% | +13.6% | +12.7% |
| 30D | -7.0% | -2.0% | -5.1% | -6.4% |
| 3M | +3.3% | +18.5% | -15.3% | -6.0% |
| 6M | +57.4% | +11.7% | +45.8% | +47.2% |
| YTD | +118.6% | +29.6% | +89.0% | +85.2% |
| 1Y | +150.2% | +35.0% | +115.3% | +97.3% |
| All | +150.2% | +34.4% | +115.8% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling