+188.2%
IVZ vs VYM
+492.8%
-304.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.8% |
| 7D | +0.6% | 0.0% | +0.7% | +0.7% |
| 30D | +4.0% | -0.5% | +4.5% | +5.1% |
| 3M | +18.2% | +3.0% | +15.2% | +12.1% |
| 6M | +32.8% | +8.2% | +24.6% | +15.1% |
| YTD | +28.7% | +15.8% | +12.9% | -1.4% |
| 1Y | +55.4% | +20.8% | +34.5% | +10.2% |
| 3Y | +135.2% | +65.3% | +69.9% | -4.4% |
| 5Y | +64.2% | +76.6% | -12.4% | -39.0% |
| 10Y | +64.6% | +203.9% | -139.3% | -76.1% |
| All | +188.2% | +492.8% | -304.6% | -86.0% |
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 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