+711.4%
VEEV vs IAG
+276.5%
+434.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | -0.7% | -7.7% | +7.0% | -0.3% |
| 30D | +1.4% | +1.6% | -0.2% | +1.2% |
| 3M | +19.4% | -2.4% | +21.8% | +19.2% |
| 6M | +93.6% | -7.8% | +101.4% | +93.5% |
| YTD | +35.1% | +5.0% | +30.0% | +32.9% |
| 1Y | +3.4% | +25.7% | -22.3% | +0.4% |
| 3Y | +81.4% | +694.5% | -613.1% | +52.2% |
| 5Y | -5.1% | +421.7% | -426.8% | -20.4% |
| 10Y | +661.2% | +382.5% | +278.8% | +527.0% |
| All | +711.4% | +276.5% | +434.9% | +601.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling