+1,044.4%
IGV vs VYM
+487.3%
+557.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -1.5% | -1.0% | -0.6% | -0.6% |
| 30D | -3.0% | -2.0% | -1.0% | -1.1% |
| 3M | +9.6% | +3.1% | +6.5% | +6.4% |
| 6M | +16.1% | +8.9% | +7.2% | +6.7% |
| YTD | -3.6% | +14.7% | -18.4% | -16.0% |
| 1Y | -7.8% | +19.4% | -27.3% | -22.8% |
| 3Y | +40.0% | +65.4% | -25.4% | -14.3% |
| 5Y | +21.2% | +77.6% | -56.3% | -29.8% |
| 10Y | +364.4% | +207.8% | +156.6% | +54.7% |
| All | +1,044.4% | +487.3% | +557.1% | +102.4% |
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