+546.5%
VEEV vs IWD
+195.0%
+351.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.1% |
| 7D | -7.1% | -1.2% | -5.9% | -6.1% |
| 30D | +11.1% | -1.6% | +12.8% | +12.7% |
| 3M | +55.5% | +7.0% | +48.5% | +47.1% |
| 6M | +33.4% | +17.0% | +16.4% | +16.7% |
| YTD | +16.8% | +21.6% | -4.8% | -1.1% |
| 1Y | -7.7% | +28.0% | -35.7% | -25.3% |
| 3Y | +18.4% | +70.6% | -52.2% | -24.9% |
| 5Y | -14.8% | +73.3% | -88.1% | -46.1% |
| 10Y | +546.5% | +200.5% | +346.0% | +133.1% |
| All | +546.5% | +195.0% | +351.5% | +133.1% |
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