+205.2%
IEFA vs OVV
-25.0%
+230.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.7% |
| 7D | +1.1% | -7.3% | +8.4% | +2.0% |
| 30D | +0.7% | -3.6% | +4.2% | +1.0% |
| 3M | -3.4% | -2.6% | -0.7% | -3.3% |
| 6M | +1.5% | +7.6% | -6.1% | +0.1% |
| YTD | +10.4% | +59.6% | -49.2% | +3.1% |
| 1Y | +13.4% | +62.2% | -48.8% | +5.6% |
| 3Y | +66.7% | +49.6% | +17.1% | +54.4% |
| 5Y | +49.5% | +98.9% | -49.4% | +30.0% |
| 10Y | +145.8% | +45.1% | +100.6% | +84.0% |
| All | +205.2% | -25.0% | +230.2% | +145.0% |
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 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