+149.9%
IBM vs OVV
+48.9%
+101.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.5% | -10.7% | +8.2% | -1.1% |
| 30D | +8.4% | -5.3% | +13.6% | +9.0% |
| 3M | +4.5% | +2.4% | +2.1% | +4.0% |
| 6M | +7.9% | +5.7% | +2.2% | +6.7% |
| YTD | -15.2% | +56.8% | -72.0% | -20.8% |
| 1Y | -17.6% | +59.3% | -76.9% | -23.2% |
| 3Y | +82.1% | +49.0% | +33.1% | +68.2% |
| 5Y | +143.3% | +88.1% | +55.2% | +109.7% |
| 10Y | +149.9% | +42.5% | +107.4% | +78.5% |
| All | +149.9% | +48.9% | +101.1% | +78.5% |
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