+543.1%
VEEV vs IOVA
+9.7%
+533.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.1% | -0.1% |
| 7D | -4.6% | -2.2% | -2.5% | -4.4% |
| 30D | +8.6% | +27.6% | -18.9% | +5.3% |
| 3M | +62.4% | +117.2% | -54.7% | +45.5% |
| 6M | +40.3% | +77.7% | -37.4% | +27.1% |
| YTD | +17.5% | +215.0% | -197.5% | -2.0% |
| 1Y | -6.1% | +255.4% | -261.5% | -24.0% |
| 3Y | +16.7% | +42.6% | -25.9% | -7.5% |
| 5Y | -13.3% | -62.2% | +48.9% | -23.7% |
| All | +543.1% | +9.7% | +533.4% | +339.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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