+539.7%
VEEV vs IAG
+423.2%
+116.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -8.2% | -4.1% | -4.2% | -7.9% |
| 30D | +10.3% | +10.6% | -0.3% | +9.4% |
| 3M | +59.4% | +35.4% | +24.0% | +55.3% |
| 6M | +37.6% | -9.5% | +47.1% | +37.7% |
| YTD | +16.9% | +21.8% | -4.9% | +13.6% |
| 1Y | -5.0% | +84.1% | -89.1% | -11.2% |
| 3Y | +18.5% | +817.4% | -798.9% | -6.7% |
| 5Y | -13.8% | +830.1% | -843.9% | -34.1% |
| All | +539.7% | +423.2% | +116.5% | +403.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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