-1.7%
IP vs VYM
+18.4%
-20.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | -1.6% |
| 7D | -3.0% | -0.7% | -2.3% | -1.8% |
| 30D | +10.6% | +2.5% | +8.1% | +4.9% |
| 3M | -13.6% | -1.2% | -12.4% | -11.2% |
| 6M | +10.4% | +5.9% | +4.5% | -0.9% |
| YTD | -6.5% | +15.4% | -21.9% | -29.8% |
| All | -1.7% | +18.4% | -20.1% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling