+123.0%
IBM vs VYM
+77.5%
+45.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.3% |
| 7D | +3.6% | -0.8% | +4.4% | +4.3% |
| 30D | +3.1% | -2.2% | +5.3% | +5.3% |
| 3M | -10.8% | +3.1% | -13.9% | -13.1% |
| 6M | -0.8% | +9.7% | -10.5% | -8.5% |
| YTD | -16.2% | +14.9% | -31.1% | -25.6% |
| 1Y | -2.9% | +17.6% | -20.4% | -15.4% |
| 3Y | +79.8% | +65.3% | +14.5% | +18.2% |
| All | +123.0% | +77.5% | +45.5% | +37.9% |
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