+13.9%
IEMG vs OVV
+75.2%
-61.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +0.2% |
| 7D | -3.1% | -12.1% | +9.0% | -4.6% |
| 30D | -10.3% | +2.9% | -13.2% | -9.9% |
| 3M | -6.6% | +3.7% | -10.3% | -5.9% |
| 6M | -3.9% | +0.6% | -4.5% | -3.1% |
| YTD | +12.4% | +62.5% | -50.1% | +11.3% |
| 1Y | +13.9% | +72.0% | -58.1% | +12.9% |
| All | +13.9% | +75.2% | -61.3% | +12.9% |
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 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