+212.6%
IEFA vs VYM
+397.5%
-184.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.4% |
| 7D | -1.6% | -0.8% | -0.8% | -0.9% |
| 30D | -1.5% | -2.2% | +0.8% | +0.5% |
| 3M | +3.4% | +3.1% | +0.3% | +0.7% |
| 6M | +9.5% | +9.7% | -0.2% | +1.0% |
| YTD | +13.0% | +14.9% | -1.8% | +0.2% |
| 1Y | +18.0% | +17.6% | +0.4% | +2.4% |
| 3Y | +65.4% | +65.3% | +0.1% | +5.8% |
| 5Y | +51.6% | +78.7% | -27.2% | -9.5% |
| 10Y | +146.7% | +208.2% | -61.5% | -13.3% |
| All | +212.6% | +397.5% | -184.9% | -30.8% |
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 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