+513.6%
IJH vs VYM
+488.1%
+25.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | 0.0% |
| 7D | -1.9% | -0.8% | -1.1% | -1.0% |
| 30D | -4.6% | -2.2% | -2.4% | -2.2% |
| 3M | -1.2% | +3.1% | -4.2% | -4.4% |
| 6M | +9.4% | +9.7% | -0.3% | -1.3% |
| YTD | +13.3% | +14.9% | -1.6% | -2.8% |
| 1Y | +13.4% | +17.6% | -4.2% | -5.2% |
| 3Y | +50.4% | +65.3% | -14.9% | -13.1% |
| 5Y | +49.0% | +78.7% | -29.8% | -20.2% |
| 10Y | +182.6% | +208.2% | -25.6% | -15.0% |
| All | +513.6% | +488.1% | +25.5% | -8.2% |
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