-23.0%
IDXX vs VYM
+77.5%
-100.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -1.2% |
| 7D | -5.7% | -0.8% | -4.9% | -4.8% |
| 30D | -11.5% | -2.2% | -9.3% | -9.0% |
| 3M | -9.5% | +3.1% | -12.6% | -12.7% |
| 6M | -16.0% | +9.7% | -25.7% | -24.8% |
| YTD | -25.4% | +14.9% | -40.3% | -36.9% |
| 1Y | -21.8% | +17.6% | -39.3% | -35.7% |
| 3Y | +7.0% | +65.3% | -58.3% | -42.4% |
| All | -23.0% | +77.5% | -100.5% | -59.8% |
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