+677.5%
IVV vs VYM
+498.6%
+178.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +2.6% | +3.7% | -1.1% | -1.1% |
| 30D | -2.0% | +3.7% | -5.7% | -5.5% |
| 3M | -2.8% | -0.7% | -2.1% | -2.1% |
| 6M | +2.2% | +7.2% | -5.0% | -4.8% |
| YTD | +11.5% | +16.9% | -5.4% | -4.8% |
| 1Y | +13.5% | +19.6% | -6.1% | -5.3% |
| 3Y | +78.1% | +74.6% | +3.5% | +1.5% |
| 5Y | +73.1% | +72.3% | +0.8% | +0.5% |
| 10Y | +310.4% | +206.5% | +103.9% | +33.0% |
| All | +677.5% | +498.6% | +178.9% | +30.8% |
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 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