-6.9%
IDXX vs VYM
+17.8%
-24.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | +0.1% |
| 7D | +16.4% | -3.0% | +19.5% | +21.1% |
| 30D | +30.1% | +0.9% | +29.2% | +29.2% |
| 3M | +14.7% | -2.7% | +17.4% | +18.9% |
| 6M | +19.1% | +3.4% | +15.7% | +14.7% |
| YTD | -0.9% | +13.3% | -14.2% | -14.1% |
| 1Y | -6.9% | +17.0% | -23.9% | -23.9% |
| All | -6.9% | +17.8% | -24.7% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling