+69.7%
IWD vs VYM
+64.0%
+5.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -2.3% | -1.9% | -0.5% | -0.5% |
| 30D | -1.8% | -2.6% | +0.8% | +0.9% |
| 3M | +8.0% | +3.6% | +4.5% | +4.3% |
| 6M | +17.0% | +8.7% | +8.3% | +7.6% |
| YTD | +21.3% | +14.1% | +7.2% | +6.2% |
| 1Y | +27.9% | +17.8% | +10.1% | +8.4% |
| All | +69.7% | +64.0% | +5.7% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling