-17.5%
IP vs VYM
+77.8%
-95.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.4% |
| 6M | -5.2% | +9.8% | -15.0% | -15.2% |
| YTD | -4.0% | +15.3% | -19.3% | -18.7% |
| 1Y | -19.2% | +20.0% | -39.2% | -34.6% |
| 3Y | +20.3% | +66.2% | -45.9% | -32.6% |
| 5Y | -17.5% | +77.5% | -95.0% | -56.4% |
| All | -17.5% | +77.8% | -95.3% | -56.4% |
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 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 · 6 months rolling