+655.7%
VEEV vs IWD
+203.0%
+452.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -0.7% | +2.3% | -3.0% | -2.6% |
| 30D | +1.4% | +3.6% | -2.2% | -1.6% |
| 3M | +19.4% | +2.2% | +17.2% | +17.2% |
| 6M | +93.6% | +13.0% | +80.7% | +74.9% |
| YTD | +35.1% | +26.5% | +8.6% | +10.7% |
| 1Y | +3.4% | +30.1% | -26.8% | -17.4% |
| 3Y | +81.4% | +84.9% | -3.5% | +7.6% |
| 5Y | -5.1% | +73.4% | -78.4% | -40.1% |
| All | +655.7% | +203.0% | +452.7% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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