+145.0%
IP vs VYM
+490.6%
-345.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | -0.3% |
| 7D | -3.0% | -0.7% | -2.3% | -2.1% |
| 30D | +10.6% | +2.5% | +8.1% | +7.0% |
| 3M | -13.6% | -1.2% | -12.4% | -12.0% |
| 6M | +10.4% | +5.9% | +4.5% | +2.7% |
| YTD | -6.5% | +15.4% | -21.9% | -22.4% |
| 1Y | -2.1% | +18.8% | -21.0% | -21.9% |
| 3Y | +22.0% | +73.8% | -51.8% | -42.1% |
| 5Y | -9.7% | +70.5% | -80.2% | -56.1% |
| 10Y | +26.8% | +203.2% | -176.4% | -72.3% |
| All | +145.0% | +490.6% | -345.6% | -80.2% |
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 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