+130.5%
IBM vs OVV
+61.5%
+69.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +0.3% | +11.7% | -11.5% | -1.2% |
| 3M | -21.6% | +9.8% | -31.4% | -22.7% |
| 6M | -4.7% | +26.6% | -31.3% | -8.0% |
| YTD | -19.1% | +67.0% | -86.1% | -24.9% |
| 1Y | -2.5% | +55.9% | -58.4% | -8.9% |
| 3Y | +74.2% | +45.5% | +28.7% | +61.3% |
| 5Y | +113.1% | +157.3% | -44.2% | +76.2% |
| All | +130.5% | +61.5% | +69.0% | +59.0% |
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