+612.7%
VEEV vs IWF
+602.1%
+10.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.4% |
| 7D | -5.2% | +1.5% | -6.6% | -6.6% |
| 30D | +14.9% | -1.3% | +16.2% | +16.6% |
| 3M | +58.4% | +0.1% | +58.2% | +57.0% |
| 6M | +35.5% | +10.3% | +25.2% | +21.1% |
| YTD | +18.6% | +4.2% | +14.5% | +12.7% |
| 1Y | -6.3% | +9.3% | -15.7% | -15.8% |
| 3Y | +20.2% | +79.3% | -59.1% | -40.2% |
| 5Y | -13.8% | +73.8% | -87.6% | -55.2% |
| 10Y | +542.0% | +410.9% | +131.1% | -10.7% |
| All | +612.7% | +602.1% | +10.6% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling