+41.5%
IVZ vs VYM
+205.6%
-164.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.6% |
| 7D | +7.6% | +3.7% | +3.9% | +1.1% |
| 30D | +4.3% | +3.7% | +0.6% | -1.7% |
| 3M | -9.3% | -0.7% | -8.6% | -7.9% |
| 6M | +5.2% | +7.2% | -2.0% | -6.3% |
| YTD | +13.4% | +16.9% | -3.5% | -12.8% |
| 1Y | +25.4% | +19.6% | +5.8% | -7.3% |
| 3Y | +152.5% | +74.6% | +77.9% | -0.5% |
| 5Y | +36.7% | +72.3% | -35.6% | -42.9% |
| All | +41.5% | +205.6% | -164.1% | -74.5% |
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