+142.8%
IEMG vs OVV
+58.2%
+84.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | +1.6% | -3.8% | +5.4% | +2.1% |
| 30D | +4.6% | +1.3% | +3.4% | +4.4% |
| 3M | +4.8% | +14.3% | -9.5% | +2.8% |
| 6M | +16.8% | +21.1% | -4.3% | +13.2% |
| YTD | +24.8% | +66.0% | -41.2% | +15.8% |
| 1Y | +34.3% | +59.3% | -25.0% | +25.0% |
| 3Y | +87.0% | +47.6% | +39.4% | +72.8% |
| 5Y | +49.9% | +162.0% | -112.0% | +24.9% |
| All | +142.8% | +58.2% | +84.6% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling