+141.6%
IBM vs OVV
+46.5%
+95.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | -1.5% | -7.3% | +5.7% | -0.6% |
| 30D | +8.4% | -3.6% | +12.0% | +8.8% |
| 3M | +4.2% | -2.6% | +6.8% | +4.4% |
| 6M | +7.9% | +7.6% | +0.4% | +6.5% |
| YTD | -15.2% | +59.6% | -74.8% | -21.0% |
| 1Y | -18.7% | +62.2% | -80.9% | -24.5% |
| 3Y | +79.2% | +49.6% | +29.6% | +65.4% |
| 5Y | +144.7% | +98.9% | +45.8% | +109.3% |
| 10Y | +141.6% | +45.1% | +96.4% | +71.7% |
| All | +141.6% | +46.5% | +95.1% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling