+217.1%
ICE vs OVV
+54.2%
+162.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.2% | -3.7% | +2.6% | -0.8% |
| 30D | +5.0% | +8.0% | -3.0% | +4.2% |
| 3M | +13.9% | +11.3% | +2.6% | +12.6% |
| 6M | -4.4% | +24.0% | -28.4% | -6.5% |
| YTD | -1.9% | +65.3% | -67.2% | -6.7% |
| 1Y | -8.1% | +60.2% | -68.3% | -12.5% |
| 3Y | +42.5% | +46.9% | -4.4% | +35.1% |
| 5Y | +40.6% | +158.7% | -118.1% | +24.9% |
| 10Y | +217.1% | +50.8% | +166.3% | +145.1% |
| All | +217.1% | +54.2% | +162.9% | +145.1% |
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