+134.0%
IEMG vs OVV
+57.6%
+76.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.6% |
| 7D | +5.3% | +6.5% | -1.2% | +4.5% |
| 30D | -7.2% | -2.7% | -4.5% | -7.0% |
| 3M | -8.1% | +3.1% | -11.3% | -8.7% |
| 6M | -6.7% | +12.8% | -19.5% | -8.7% |
| YTD | +11.6% | +68.1% | -56.5% | +3.2% |
| 1Y | +11.4% | +73.6% | -62.2% | +2.4% |
| 3Y | +69.3% | +57.6% | +11.7% | +55.0% |
| 5Y | +34.9% | +104.5% | -69.6% | +15.9% |
| All | +134.0% | +57.6% | +76.3% | +74.7% |
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