+165.3%
IWM vs VEEV
+552.6%
-387.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.5% | -8.2% | +5.7% | -0.4% |
| 30D | -4.4% | +10.3% | -14.7% | -7.3% |
| 3M | +2.2% | +59.4% | -57.1% | -10.4% |
| 6M | +14.0% | +37.6% | -23.6% | +3.1% |
| YTD | +17.4% | +16.9% | +0.5% | +10.5% |
| 1Y | +22.9% | -5.0% | +27.9% | +22.2% |
| 3Y | +62.1% | +18.5% | +43.6% | +47.4% |
| 5Y | +38.2% | -13.8% | +52.0% | +32.3% |
| All | +165.3% | +552.6% | -387.4% | +41.1% |
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