+80.4%
IBM vs OVV
+34.1%
+46.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | -5.0% | -16.7% | +11.7% | -3.0% |
| 30D | +11.1% | -1.5% | +12.6% | +11.2% |
| 3M | +5.7% | +1.6% | +4.1% | +5.5% |
| 6M | +10.1% | +2.0% | +8.1% | +9.5% |
| YTD | -15.6% | +56.8% | -72.4% | -21.0% |
| 1Y | -19.5% | +64.8% | -84.4% | -25.4% |
| 3Y | +80.4% | +38.3% | +42.1% | +68.3% |
| All | +80.4% | +34.1% | +46.3% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling