+221.8%
IWM vs VEEV
+623.9%
-402.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.5% | +1.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -1.3% | +28.8% | -30.1% | -7.3% |
| 3M | +1.6% | +54.0% | -52.4% | -9.0% |
| 6M | +13.6% | +46.0% | -32.4% | +2.3% |
| YTD | +20.8% | +23.2% | -2.5% | +13.0% |
| 1Y | +26.4% | +1.9% | +24.6% | +23.5% |
| 3Y | +60.7% | +27.0% | +33.7% | +45.4% |
| 5Y | +38.2% | -13.4% | +51.6% | +32.6% |
| 10Y | +169.5% | +575.2% | -405.8% | +62.8% |
| All | +221.8% | +623.9% | -402.1% | +80.0% |
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