+692.0%
IVV vs VYM
+492.8%
+199.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.1% | -0.5% | +0.6% | +0.6% |
| 3M | +2.0% | +3.0% | -1.0% | -1.0% |
| 6M | +13.0% | +8.2% | +4.8% | +4.4% |
| YTD | +13.6% | +15.8% | -2.2% | -2.1% |
| 1Y | +20.1% | +20.8% | -0.8% | -0.9% |
| 3Y | +77.6% | +65.3% | +12.3% | +6.9% |
| 5Y | +82.5% | +76.6% | +5.9% | +3.4% |
| 10Y | +316.5% | +203.9% | +112.6% | +36.1% |
| All | +692.0% | +492.8% | +199.1% | +34.6% |
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