+66.9%
IYR vs VEEV
+556.2%
-489.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -1.4% | -4.6% | +3.3% | -0.6% |
| 30D | -2.7% | +8.6% | -11.3% | -4.3% |
| 3M | -2.1% | +62.4% | -64.6% | -10.6% |
| 6M | +3.6% | +40.3% | -36.7% | -3.4% |
| YTD | +8.1% | +17.5% | -9.4% | +3.9% |
| 1Y | +4.7% | -6.1% | +10.8% | +4.6% |
| 3Y | +29.1% | +16.7% | +12.4% | +21.4% |
| 5Y | +6.9% | -13.3% | +20.3% | +2.8% |
| All | +66.9% | +556.2% | -489.2% | +18.0% |
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 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