+2,489.8%
ICE vs OVV
-15.2%
+2,505.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +2.0% | -16.7% | +18.7% | +5.3% |
| 30D | +12.9% | -1.5% | +14.4% | +13.0% |
| 3M | +15.4% | +1.6% | +13.9% | +14.7% |
| 6M | +13.1% | +2.0% | +11.1% | +11.9% |
| YTD | +7.5% | +56.8% | -49.3% | -2.4% |
| 1Y | +18.3% | +64.8% | -46.5% | +6.3% |
| 3Y | +65.9% | +38.3% | +27.6% | +49.8% |
| 5Y | +35.2% | +84.9% | -49.7% | +9.7% |
| 10Y | +266.7% | +54.5% | +212.2% | +134.8% |
| All | +2,489.8% | -15.2% | +2,505.0% | +1,602.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling