+307.4%
IVV vs VEEV
+664.3%
-356.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.6% | +0.8% | -1.4% | -0.8% |
| 30D | -3.7% | +3.2% | -6.8% | -4.4% |
| 3M | -2.7% | +30.2% | -32.9% | -8.8% |
| 6M | +2.2% | +83.7% | -81.4% | -12.0% |
| YTD | +10.9% | +36.9% | -26.0% | +1.6% |
| 1Y | +11.3% | +3.3% | +8.0% | +8.9% |
| 3Y | +76.9% | +85.1% | -8.2% | +46.3% |
| 5Y | +73.5% | -2.6% | +76.1% | +62.7% |
| 10Y | +307.4% | +676.7% | -369.3% | +147.4% |
| All | +307.4% | +664.3% | -356.9% | +147.4% |
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