+48.9%
IVZ vs VYM
+19.4%
+29.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +0.2% |
| 7D | +1.2% | -1.0% | +2.1% | +3.1% |
| 30D | +1.8% | -2.0% | +3.8% | +5.9% |
| 3M | +15.7% | +3.1% | +12.7% | +9.5% |
| 6M | +36.3% | +8.9% | +27.4% | +15.7% |
| YTD | +24.9% | +14.7% | +10.2% | -3.3% |
| 1Y | +48.9% | +19.4% | +29.5% | +8.0% |
| All | +48.9% | +19.4% | +29.6% | +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