+9.1%
IEF vs VEEV
+18.3%
-9.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.2% | -8.2% | +7.0% | -1.0% |
| 30D | -1.5% | +10.3% | -11.8% | -1.7% |
| 3M | -1.7% | +59.4% | -61.0% | -2.8% |
| 6M | -3.5% | +37.6% | -41.1% | -4.4% |
| YTD | -2.6% | +16.9% | -19.6% | -3.1% |
| 1Y | -2.4% | -5.0% | +2.6% | -2.3% |
| All | +9.1% | +18.3% | -9.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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