+127.5%
IEF vs OVV
+185.7%
-58.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.8% |
| 7D | -0.2% | -7.3% | +7.1% | -0.4% |
| 30D | +1.8% | -3.6% | +5.4% | +1.7% |
| 3M | -1.2% | -2.6% | +1.4% | -1.2% |
| 6M | -2.5% | +7.6% | -10.1% | -2.2% |
| YTD | -2.5% | +59.6% | -62.1% | -1.1% |
| 1Y | -2.3% | +62.2% | -64.5% | -0.8% |
| 3Y | +11.3% | +49.6% | -38.3% | +13.2% |
| 5Y | -7.6% | +98.9% | -106.5% | -4.5% |
| 10Y | +7.3% | +45.1% | -37.9% | +14.4% |
| All | +127.5% | +185.7% | -58.2% | +152.8% |
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