-16.7%
IBM vs OVV
+75.5%
-92.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +1.6% | +8.0% | -6.5% | +1.1% |
| 30D | +9.2% | -2.0% | +11.2% | +9.3% |
| 3M | +4.9% | +5.4% | -0.5% | +4.8% |
| 6M | +16.8% | +14.3% | +2.5% | +16.0% |
| YTD | -14.3% | +69.4% | -83.7% | -16.9% |
| 1Y | -16.7% | +72.4% | -89.1% | -19.4% |
| All | -16.7% | +75.5% | -92.2% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling