+612.7%
VEEV vs IVZ
+72.4%
+540.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.0% |
| 7D | -5.2% | +1.1% | -6.2% | -5.5% |
| 30D | +14.9% | +3.1% | +11.8% | +13.8% |
| 3M | +58.4% | +18.2% | +40.2% | +49.5% |
| 6M | +35.5% | +38.6% | -3.1% | +20.9% |
| YTD | +18.6% | +25.9% | -7.3% | +9.0% |
| 1Y | -6.3% | +51.7% | -58.0% | -19.2% |
| 3Y | +20.2% | +138.7% | -118.4% | -13.3% |
| 5Y | -13.8% | +62.8% | -76.6% | -31.4% |
| 10Y | +542.0% | +60.9% | +481.1% | +400.9% |
| All | +612.7% | +72.4% | +540.3% | +372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling