+432.8%
IVV vs VEEV
+699.3%
-266.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | -2.7% | -2.9% | +0.2% | -2.2% |
| 30D | -5.4% | +7.5% | -12.9% | -6.7% |
| 3M | -4.1% | +39.5% | -43.5% | -10.4% |
| 6M | +0.7% | +81.5% | -80.8% | -11.1% |
| YTD | +8.7% | +36.1% | -27.3% | +1.0% |
| 1Y | +11.0% | +4.3% | +6.7% | +8.5% |
| 3Y | +75.4% | +54.8% | +20.6% | +55.3% |
| 5Y | +68.3% | -4.7% | +73.1% | +59.3% |
| 10Y | +315.5% | +709.1% | -393.5% | +178.7% |
| All | +432.8% | +699.3% | -266.5% | +244.3% |
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 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