+357.7%
IGV vs VYM
+209.2%
+148.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.3% |
| 7D | -2.9% | -0.8% | -2.1% | -2.2% |
| 30D | -1.5% | -2.2% | +0.7% | +0.7% |
| 3M | +11.7% | +3.1% | +8.6% | +8.5% |
| 6M | +18.4% | +9.7% | +8.7% | +8.0% |
| YTD | -3.9% | +14.9% | -18.8% | -16.3% |
| 1Y | -9.7% | +17.6% | -27.2% | -23.1% |
| 3Y | +38.4% | +65.3% | -26.9% | -14.9% |
| 5Y | +21.6% | +78.7% | -57.1% | -29.4% |
| All | +357.7% | +209.2% | +148.6% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling