-12.4%
IP vs VYM
+66.0%
-78.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.4% |
| 7D | -5.1% | -2.8% | -2.2% | -1.4% |
| 30D | +8.5% | +1.0% | +7.5% | +7.2% |
| 3M | -13.8% | -2.9% | -10.9% | -10.4% |
| 6M | +5.7% | +2.6% | +3.2% | +3.2% |
| YTD | -9.1% | +12.8% | -21.9% | -20.9% |
| 1Y | -0.8% | +16.8% | -17.6% | -17.0% |
| 3Y | +14.8% | +66.9% | -52.1% | -36.1% |
| All | -12.4% | +66.0% | -78.4% | -51.0% |
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