+202.5%
IWM vs VEEV
+693.5%
-491.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +2.3% | +1.4% | +0.9% | +1.9% |
| 3M | -8.3% | +19.4% | -27.7% | -12.5% |
| 6M | -1.3% | +93.6% | -94.9% | -16.7% |
| YTD | +13.5% | +35.1% | -21.6% | +3.8% |
| 1Y | +18.4% | +3.4% | +15.0% | +15.3% |
| 3Y | +69.6% | +81.4% | -11.8% | +41.1% |
| 5Y | +23.3% | -5.1% | +28.4% | +15.7% |
| 10Y | +147.0% | +661.2% | -514.3% | +45.1% |
| All | +202.5% | +693.5% | -491.0% | +65.3% |
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