+405.3%
IBN vs VYM
+487.3%
-82.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.0% |
| 7D | -5.1% | -1.0% | -4.1% | -3.8% |
| 30D | -3.5% | -2.0% | -1.5% | -0.7% |
| 3M | +11.3% | +3.1% | +8.2% | +6.6% |
| 6M | +4.4% | +8.9% | -4.5% | -7.4% |
| YTD | -1.8% | +14.7% | -16.5% | -19.1% |
| 1Y | -8.0% | +19.4% | -27.4% | -28.8% |
| 3Y | +27.1% | +65.4% | -38.3% | -40.6% |
| 5Y | +54.5% | +77.6% | -23.1% | -36.6% |
| 10Y | +314.2% | +207.8% | +106.5% | -34.9% |
| All | +405.3% | +487.3% | -82.0% | -67.1% |
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