+384.6%
IBM vs VYM
+490.3%
-105.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -1.5% | -1.3% | -0.2% | -0.4% |
| 3M | -16.8% | +4.1% | -20.8% | -19.5% |
| 6M | -9.0% | +9.8% | -18.8% | -15.9% |
| YTD | -20.1% | +15.3% | -35.4% | -29.1% |
| 1Y | -7.0% | +20.0% | -27.0% | -20.3% |
| 3Y | +72.4% | +66.2% | +6.1% | +11.7% |
| 5Y | +112.0% | +77.5% | +34.5% | +29.1% |
| 10Y | +131.6% | +201.7% | -70.2% | -7.6% |
| All | +384.6% | +490.3% | -105.7% | +13.3% |
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