+139.9%
IBM vs OVV
+46.5%
+93.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -0.9% |
| 7D | -2.2% | -7.3% | +5.1% | -1.3% |
| 30D | +7.7% | -3.6% | +11.2% | +8.1% |
| 3M | +3.5% | -2.6% | +6.1% | +3.7% |
| 6M | +7.2% | +7.6% | -0.4% | +5.8% |
| YTD | -15.8% | +59.6% | -75.4% | -21.5% |
| 1Y | -19.3% | +62.2% | -81.5% | -25.0% |
| 3Y | +78.0% | +49.6% | +28.4% | +64.3% |
| 5Y | +143.0% | +98.9% | +44.1% | +107.8% |
| 10Y | +139.9% | +45.1% | +94.8% | +70.5% |
| All | +139.9% | +46.5% | +93.4% | +70.5% |
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