+1,428.5%
IBKR vs VYM
+440.6%
+987.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.4% |
| 7D | -1.3% | -0.8% | -0.6% | -0.4% |
| 30D | -0.2% | -2.2% | +2.0% | +2.4% |
| 3M | +3.0% | +3.1% | -0.1% | -0.4% |
| 6M | +33.9% | +9.7% | +24.1% | +21.3% |
| YTD | +42.5% | +14.9% | +27.6% | +23.2% |
| 1Y | +44.9% | +17.6% | +27.3% | +22.4% |
| 3Y | +293.0% | +65.3% | +227.7% | +132.3% |
| 5Y | +497.7% | +78.7% | +418.9% | +225.7% |
| 10Y | +1,004.4% | +208.2% | +796.2% | +232.1% |
| All | +1,428.5% | +440.6% | +987.9% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling