+18.1%
IEFA vs OVV
+57.8%
-39.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -1.0% |
| 7D | -2.4% | -2.9% | +0.5% | -2.6% |
| 30D | -2.1% | +0.9% | -3.0% | -2.0% |
| 3M | +5.5% | +11.0% | -5.5% | +6.4% |
| 6M | +8.1% | +22.3% | -14.2% | +8.4% |
| YTD | +11.9% | +65.1% | -53.1% | +10.4% |
| 1Y | +18.1% | +53.1% | -35.0% | +16.3% |
| All | +18.1% | +57.8% | -39.8% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling