+168.1%
IJR vs VEEV
+556.2%
-388.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.2% | -4.6% | +2.4% | -1.2% |
| 30D | -4.6% | +8.6% | -13.2% | -6.7% |
| 3M | +0.2% | +62.4% | -62.2% | -10.9% |
| 6M | +14.7% | +40.3% | -25.5% | +4.8% |
| YTD | +18.9% | +17.5% | +1.3% | +12.8% |
| 1Y | +19.9% | -6.1% | +26.0% | +19.7% |
| 3Y | +53.0% | +16.7% | +36.4% | +41.7% |
| 5Y | +40.9% | -13.3% | +54.2% | +35.1% |
| All | +168.1% | +556.2% | -388.1% | +47.7% |
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 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