+484.9%
IBKR vs OVV
+149.9%
+335.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -3.8% | -2.9% | -0.9% | -3.2% |
| 30D | -0.3% | +0.9% | -1.2% | -0.6% |
| 3M | +4.8% | +11.0% | -6.3% | +1.9% |
| 6M | +30.8% | +22.3% | +8.5% | +23.3% |
| YTD | +39.5% | +65.1% | -25.6% | +21.9% |
| 1Y | +43.7% | +53.1% | -9.5% | +27.4% |
| 3Y | +284.7% | +46.7% | +237.9% | +235.2% |
| 5Y | +484.9% | +155.5% | +329.4% | +314.6% |
| All | +484.9% | +149.9% | +335.0% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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