+25.4%
IVZ vs VYM
+18.4%
+7.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.6% |
| 7D | +7.6% | +3.7% | +3.9% | +0.3% |
| 30D | +4.3% | +3.7% | +0.6% | -2.2% |
| 3M | -9.3% | -0.7% | -8.6% | -7.6% |
| 6M | +5.2% | +7.2% | -2.0% | -7.2% |
| YTD | +13.4% | +16.9% | -3.5% | -14.2% |
| 1Y | +25.4% | +19.6% | +5.8% | -8.3% |
| All | +25.4% | +18.4% | +7.0% | -8.3% |
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