+30.7%
IVZ vs VYM
+21.8%
+8.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +1.9% |
| 7D | +2.6% | +1.2% | +1.5% | +0.5% |
| 30D | -3.5% | +5.2% | -8.7% | -12.3% |
| 3M | -7.4% | +0.5% | -7.9% | -8.0% |
| 6M | +14.7% | +7.7% | +7.0% | +0.1% |
| YTD | +14.6% | +17.2% | -2.6% | -14.2% |
| 1Y | +30.7% | +21.7% | +9.0% | -8.0% |
| All | +30.7% | +21.8% | +8.9% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling