+69.9%
ICE vs OVV
+57.6%
+12.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.6% |
| 7D | +2.2% | +6.5% | -4.3% | +1.8% |
| 30D | +13.7% | -2.7% | +16.4% | +13.8% |
| 3M | +17.9% | +3.1% | +14.8% | +17.5% |
| 6M | +15.0% | +12.8% | +2.1% | +13.7% |
| YTD | +10.9% | +68.1% | -57.2% | +6.0% |
| 1Y | +17.0% | +73.6% | -56.7% | +11.4% |
| All | +69.9% | +57.6% | +12.4% | +59.3% |
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