+503.6%
IBKR vs VYM
+77.5%
+426.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.3% |
| 7D | -1.3% | -0.8% | -0.6% | -0.3% |
| 30D | -0.2% | -2.2% | +2.0% | +2.8% |
| 3M | +3.0% | +3.1% | -0.1% | -0.9% |
| 6M | +33.9% | +9.7% | +24.1% | +19.3% |
| YTD | +42.5% | +14.9% | +27.6% | +20.5% |
| 1Y | +44.9% | +17.6% | +27.3% | +19.4% |
| 3Y | +293.0% | +65.3% | +227.7% | +124.6% |
| All | +503.6% | +77.5% | +426.1% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling