+156.8%
IP vs VYM
+492.8%
-336.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.7% |
| 7D | -5.3% | 0.0% | -5.3% | -5.2% |
| 30D | -10.9% | -0.5% | -10.3% | -10.1% |
| 3M | +11.2% | +3.0% | +8.1% | +7.3% |
| 6M | -10.2% | +8.2% | -18.4% | -19.0% |
| YTD | -2.0% | +15.8% | -17.8% | -19.2% |
| 1Y | -19.1% | +20.8% | -39.9% | -36.9% |
| 3Y | +20.9% | +65.3% | -44.4% | -38.6% |
| 5Y | -17.8% | +76.6% | -94.4% | -62.0% |
| 10Y | +23.5% | +203.9% | -180.4% | -73.2% |
| All | +156.8% | +492.8% | -336.0% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling