+236.7%
IQV vs VYM
+209.2%
+27.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.0% |
| 7D | -2.2% | -0.8% | -1.4% | -1.3% |
| 30D | +8.3% | -2.2% | +10.5% | +11.2% |
| 3M | +44.6% | +3.1% | +41.5% | +39.5% |
| 6M | +52.6% | +9.7% | +42.8% | +36.5% |
| YTD | +16.1% | +14.9% | +1.2% | -1.6% |
| 1Y | +37.3% | +17.6% | +19.7% | +13.3% |
| 3Y | +21.6% | +65.3% | -43.7% | -31.4% |
| 5Y | +0.5% | +78.7% | -78.2% | -47.3% |
| All | +236.7% | +209.2% | +27.6% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling