+73.0%
IBM vs VYM
+64.0%
+9.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -1.9% |
| 7D | -0.3% | -1.9% | +1.6% | +1.6% |
| 30D | -1.8% | -2.6% | +0.7% | +0.8% |
| 3M | -13.5% | +3.6% | -17.0% | -16.3% |
| 6M | -5.1% | +8.7% | -13.8% | -12.3% |
| YTD | -19.4% | +14.1% | -33.5% | -28.8% |
| 1Y | -6.5% | +17.8% | -24.3% | -19.8% |
| All | +73.0% | +64.0% | +9.0% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling