+720.2%
VEEV vs IWD
+297.3%
+422.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -1.9% | -0.6% | -1.3% | -1.5% |
| 30D | +3.0% | +3.6% | -0.6% | -0.2% |
| 3M | +28.8% | +2.7% | +26.2% | +25.8% |
| 6M | +91.3% | +13.2% | +78.1% | +71.5% |
| YTD | +36.5% | +26.8% | +9.8% | +10.5% |
| 1Y | +1.9% | +29.3% | -27.4% | -19.1% |
| 3Y | +84.6% | +85.1% | -0.5% | +6.2% |
| 5Y | -2.6% | +74.2% | -76.8% | -40.3% |
| 10Y | +669.4% | +204.6% | +464.8% | +170.7% |
| All | +720.2% | +297.3% | +422.9% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling