+461.1%
IJR vs VYM
+488.1%
-27.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | +0.2% | +3.1% | -2.8% | -3.3% |
| 6M | +14.7% | +9.7% | +5.0% | +3.0% |
| YTD | +18.9% | +14.9% | +4.0% | +1.2% |
| 1Y | +19.9% | +17.6% | +2.4% | -0.4% |
| 3Y | +53.0% | +65.3% | -12.3% | -13.3% |
| 5Y | +40.9% | +78.7% | -37.9% | -26.3% |
| 10Y | +171.1% | +208.2% | -37.1% | -22.2% |
| All | +461.1% | +488.1% | -27.0% | -21.0% |
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