+16.0%
VEEV vs IWF
+75.5%
-59.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | -8.2% | -1.7% | -6.5% | -7.3% |
| 30D | +10.3% | -1.8% | +12.2% | +11.6% |
| 3M | +59.4% | +1.5% | +57.9% | +57.7% |
| 6M | +37.6% | +7.7% | +29.9% | +31.7% |
| YTD | +16.9% | +2.7% | +14.2% | +15.1% |
| 1Y | -5.0% | +6.8% | -11.7% | -8.5% |
| All | +16.0% | +75.5% | -59.5% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling