+53.0%
IJR vs VEEV
+18.9%
+34.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -2.2% | -4.6% | +2.4% | -1.5% |
| 30D | -4.6% | +8.6% | -13.2% | -6.0% |
| 3M | +0.2% | +62.4% | -62.2% | -7.8% |
| 6M | +14.7% | +40.3% | -25.5% | +8.0% |
| YTD | +18.9% | +17.5% | +1.3% | +15.7% |
| 1Y | +19.9% | -6.1% | +26.0% | +22.2% |
| 3Y | +53.0% | +16.7% | +36.4% | +41.3% |
| All | +53.0% | +18.9% | +34.1% | +41.3% |
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