+140.8%
IEMG vs VEEV
+556.2%
-415.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | -4.6% | +3.3% | -0.4% |
| 30D | +1.9% | +8.6% | -6.7% | -0.1% |
| 3M | +1.4% | +62.4% | -61.0% | -8.7% |
| 6M | +15.2% | +40.3% | -25.1% | +6.4% |
| YTD | +23.8% | +17.5% | +6.3% | +18.3% |
| 1Y | +30.7% | -6.1% | +36.8% | +30.6% |
| 3Y | +83.3% | +16.7% | +66.6% | +70.5% |
| 5Y | +48.8% | -13.3% | +62.1% | +43.5% |
| All | +140.8% | +556.2% | -415.4% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling