+543.1%
VEEV vs IWF
+422.7%
+120.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | -0.2% |
| 7D | -4.6% | -0.9% | -3.7% | -3.7% |
| 30D | +8.6% | -1.7% | +10.4% | +10.7% |
| 3M | +62.4% | +0.7% | +61.8% | +60.2% |
| 6M | +40.3% | +8.6% | +31.7% | +27.8% |
| YTD | +17.5% | +3.5% | +14.0% | +12.6% |
| 1Y | -6.1% | +7.0% | -13.1% | -13.5% |
| 3Y | +16.7% | +76.3% | -59.7% | -40.0% |
| 5Y | -13.3% | +74.8% | -88.1% | -54.6% |
| All | +543.1% | +422.7% | +120.4% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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