+1,508.0%
VSAT vs IFF
+283.1%
+1,224.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.4% | -6.2% |
| 7D | +3.5% | -3.0% | +6.5% | +5.0% |
| 30D | -14.7% | -0.9% | -13.8% | -14.4% |
| 3M | +13.2% | +11.8% | +1.3% | +6.9% |
| 6M | +57.4% | +16.5% | +40.8% | +44.8% |
| YTD | +110.0% | +26.5% | +83.5% | +86.0% |
| 1Y | +134.4% | +32.7% | +101.7% | +102.8% |
| 3Y | +203.5% | +32.0% | +171.5% | +159.0% |
| 5Y | +47.1% | -36.1% | +83.2% | +66.4% |
| 10Y | +0.4% | -20.1% | +20.4% | -2.1% |
| All | +1,508.0% | +283.1% | +1,224.9% | +727.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling