-8.3%
IEF vs OVV
+153.1%
-161.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +0.1% | -3.7% | +3.8% | 0.0% |
| 30D | -0.7% | +8.0% | -8.7% | -0.5% |
| 3M | -0.4% | +11.3% | -11.7% | -0.2% |
| 6M | -2.5% | +24.0% | -26.5% | -2.0% |
| YTD | -1.6% | +65.3% | -66.9% | -0.5% |
| 1Y | -1.3% | +60.2% | -61.5% | -0.2% |
| 3Y | +10.1% | +46.9% | -36.8% | +11.4% |
| 5Y | -8.3% | +158.7% | -167.0% | -3.9% |
| All | -8.3% | +153.1% | -161.4% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling