+393.8%
IWD vs VYM
+490.3%
-96.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -0.8% | -1.3% | +0.5% | +0.6% |
| 3M | +8.0% | +4.1% | +4.0% | +3.6% |
| 6M | +18.2% | +9.8% | +8.4% | +7.0% |
| YTD | +22.3% | +15.3% | +7.0% | +5.1% |
| 1Y | +28.9% | +20.0% | +8.9% | +6.1% |
| 3Y | +71.5% | +66.2% | +5.3% | -0.4% |
| 5Y | +73.6% | +77.5% | -3.9% | -5.9% |
| 10Y | +194.7% | +201.7% | -7.0% | -9.7% |
| All | +393.8% | +490.3% | -96.4% | -24.5% |
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 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