+123.1%
IEMG vs VEEV
+586.8%
-463.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.9% | -8.2% | +7.4% | +0.5% |
| 30D | +2.1% | +10.3% | -8.2% | +0.1% |
| 3M | +4.6% | +59.4% | -54.8% | -4.3% |
| 6M | +14.0% | +37.6% | -23.5% | +6.7% |
| YTD | +22.3% | +16.9% | +5.4% | +17.5% |
| 1Y | +30.7% | -5.0% | +35.6% | +30.1% |
| 3Y | +83.2% | +18.5% | +64.7% | +71.6% |
| 5Y | +47.0% | -13.8% | +60.8% | +42.0% |
| 10Y | +139.9% | +547.0% | -407.1% | +65.6% |
| All | +123.1% | +586.8% | -463.7% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling