+16.7%
VEEV vs IVZ
+134.7%
-118.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -4.6% | -2.4% | -2.2% | -4.1% |
| 30D | +8.6% | +3.0% | +5.6% | +7.9% |
| 3M | +62.4% | +14.9% | +47.6% | +56.7% |
| 6M | +40.3% | +36.7% | +3.5% | +28.8% |
| YTD | +17.5% | +25.7% | -8.1% | +10.4% |
| 1Y | -6.1% | +47.7% | -53.8% | -15.6% |
| 3Y | +16.7% | +138.8% | -122.2% | -14.8% |
| All | +16.7% | +134.7% | -118.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling