-41.9%
INIO vs VYM
+2.4%
-44.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.1% | -3.5% |
| 7D | -3.4% | -1.9% | -1.5% | +4.5% |
| 30D | -28.6% | -2.6% | -26.0% | -20.3% |
| 3M | -37.6% | +3.6% | -41.2% | -40.1% |
| All | -41.9% | +2.4% | -44.3% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling