+322.1%
IVV vs VEEV
+538.1%
-216.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -0.4% | -7.1% | +6.7% | +1.3% |
| 30D | -1.4% | +11.1% | -12.5% | -4.0% |
| 3M | +3.7% | +55.5% | -51.8% | -7.0% |
| 6M | +13.0% | +33.4% | -20.3% | +4.5% |
| YTD | +12.4% | +16.8% | -4.4% | +6.9% |
| 1Y | +18.6% | -7.7% | +26.4% | +18.9% |
| 3Y | +78.1% | +18.4% | +59.7% | +63.8% |
| 5Y | +82.3% | -14.8% | +97.1% | +76.0% |
| 10Y | +322.1% | +546.5% | -224.4% | +154.5% |
| All | +322.1% | +538.1% | -216.0% | +154.5% |
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