+249.7%
ICE vs OVV
+46.5%
+203.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.2% |
| 7D | +3.2% | -7.3% | +10.4% | +3.8% |
| 30D | +12.9% | -3.6% | +16.5% | +13.2% |
| 3M | +17.5% | -2.6% | +20.2% | +17.6% |
| 6M | +14.0% | +7.6% | +6.4% | +12.9% |
| YTD | +10.0% | +59.6% | -49.6% | +4.8% |
| 1Y | +19.5% | +62.2% | -42.7% | +13.7% |
| 3Y | +66.8% | +49.6% | +17.2% | +57.8% |
| 5Y | +40.3% | +98.9% | -58.6% | +27.3% |
| 10Y | +249.7% | +45.1% | +204.6% | +172.7% |
| All | +249.7% | +46.5% | +203.2% | +172.7% |
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