-41.9%
IT vs VYM
+77.5%
-119.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +4.5% |
| 7D | -3.7% | -0.8% | -2.9% | -2.8% |
| 30D | +0.1% | -2.2% | +2.3% | +2.6% |
| 3M | +20.7% | +3.1% | +17.6% | +17.3% |
| 6M | +12.0% | +9.7% | +2.3% | +1.3% |
| YTD | -28.8% | +14.9% | -43.7% | -38.9% |
| 1Y | -25.5% | +17.6% | -43.1% | -37.8% |
| 3Y | -48.8% | +65.3% | -114.1% | -70.8% |
| All | -41.9% | +77.5% | -119.5% | -68.7% |
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