-4.3%
VEEV vs IWD
+72.9%
-77.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -1.1% |
| 7D | -0.2% | +1.3% | -1.4% | -1.5% |
| 30D | +3.5% | +3.6% | -0.1% | -0.2% |
| 3M | +32.9% | +2.3% | +30.6% | +29.8% |
| 6M | +84.2% | +13.0% | +71.2% | +62.7% |
| YTD | +37.3% | +26.2% | +11.1% | +7.8% |
| 1Y | +3.9% | +30.5% | -26.5% | -21.3% |
| 3Y | +83.9% | +86.2% | -2.3% | -8.5% |
| 5Y | -4.3% | +72.9% | -77.2% | -47.5% |
| All | -4.3% | +72.9% | -77.2% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling