+168.1%
IJR vs VYM
+209.2%
-41.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | -0.3% |
| 7D | -2.2% | -0.8% | -1.4% | -1.2% |
| 30D | -4.6% | -2.2% | -2.3% | -1.9% |
| 3M | +0.2% | +3.1% | -2.8% | -3.4% |
| 6M | +14.7% | +9.7% | +5.0% | +2.6% |
| YTD | +18.9% | +14.9% | +4.0% | +0.6% |
| 1Y | +19.9% | +17.6% | +2.4% | -1.2% |
| 3Y | +53.0% | +65.3% | -12.3% | -14.9% |
| 5Y | +40.9% | +78.7% | -37.9% | -27.8% |
| All | +168.1% | +209.2% | -41.1% | -27.4% |
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 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