+21.2%
IP vs VYM
+201.8%
-180.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.5% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | -11.2% | -1.3% | -10.0% | -9.7% |
| 3M | +12.3% | +4.1% | +8.3% | +7.3% |
| 6M | -5.2% | +9.8% | -15.0% | -15.4% |
| YTD | -4.0% | +15.3% | -19.3% | -19.1% |
| 1Y | -19.2% | +20.0% | -39.2% | -35.1% |
| 3Y | +20.3% | +66.2% | -45.9% | -35.2% |
| 5Y | -17.5% | +77.5% | -95.0% | -59.1% |
| 10Y | +21.2% | +201.7% | -180.6% | -68.4% |
| All | +21.2% | +201.8% | -180.7% | -68.4% |
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