+17.6%
IP vs VYM
+205.6%
-188.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.6% |
| 7D | -0.3% | +3.7% | -4.0% | -4.8% |
| 30D | +7.9% | +3.7% | +4.2% | +3.1% |
| 3M | -15.3% | -0.7% | -14.6% | -14.4% |
| 6M | +10.5% | +7.2% | +3.3% | +1.8% |
| YTD | -9.4% | +16.9% | -26.3% | -25.0% |
| 1Y | -4.6% | +19.6% | -24.2% | -23.1% |
| 3Y | +21.2% | +74.6% | -53.3% | -38.6% |
| 5Y | -13.3% | +72.3% | -85.7% | -55.3% |
| All | +17.6% | +205.6% | -188.0% | -70.2% |
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 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