+208.5%
IWM vs VEEV
+702.0%
-493.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -0.3% | -1.9% | +1.6% | +0.1% |
| 30D | +1.9% | +3.0% | -1.1% | +1.1% |
| 3M | -5.7% | +28.8% | -34.5% | -11.6% |
| 6M | -0.3% | +91.3% | -91.6% | -15.6% |
| YTD | +15.8% | +36.5% | -20.7% | +5.6% |
| 1Y | +17.1% | +1.9% | +15.2% | +14.5% |
| 3Y | +73.1% | +84.6% | -11.6% | +43.3% |
| 5Y | +25.9% | -2.6% | +28.5% | +17.4% |
| 10Y | +151.9% | +669.4% | -517.5% | +47.6% |
| All | +208.5% | +702.0% | -493.5% | +68.2% |
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