+21.2%
IWM vs VEEV
-5.2%
+26.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -2.4% | -4.6% | +2.2% | -2.2% |
| 30D | -4.6% | +8.6% | -13.2% | -4.9% |
| 3M | -0.3% | +62.4% | -62.7% | -2.7% |
| 6M | +14.7% | +40.3% | -25.5% | +13.6% |
| YTD | +17.8% | +17.5% | +0.3% | +18.5% |
| 1Y | +21.2% | -6.1% | +27.3% | +26.5% |
| All | +21.2% | -5.2% | +26.4% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling