+602.3%
VEEV vs IFF
+39.5%
+562.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -8.2% | -2.8% | -5.4% | -7.4% |
| 30D | +10.3% | -1.1% | +11.4% | +10.6% |
| 3M | +59.4% | +13.8% | +45.5% | +52.7% |
| 6M | +37.6% | +16.7% | +20.9% | +29.1% |
| YTD | +16.9% | +26.1% | -9.2% | +6.4% |
| 1Y | -5.0% | +33.5% | -38.5% | -15.6% |
| 3Y | +18.5% | +31.6% | -13.1% | +3.2% |
| 5Y | -13.8% | -34.9% | +21.1% | -5.3% |
| 10Y | +547.0% | -20.3% | +567.3% | +507.6% |
| All | +602.3% | +39.5% | +562.8% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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