+12.4%
IEF vs OVV
+34.1%
-21.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.1% | -16.7% | +16.8% | -0.4% |
| 30D | +3.1% | -1.5% | +4.6% | +3.1% |
| 3M | -0.5% | +1.6% | -2.0% | -0.4% |
| 6M | -1.6% | +2.0% | -3.7% | -1.4% |
| YTD | -1.6% | +56.8% | -58.4% | -0.3% |
| 1Y | -1.5% | +64.8% | -66.3% | -0.1% |
| 3Y | +12.4% | +38.3% | -25.8% | +12.0% |
| All | +12.4% | +34.1% | -21.7% | +12.0% |
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