+30.7%
IEMG vs OVV
+57.8%
-27.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -0.9% | -2.9% | +2.0% | -1.1% |
| 30D | +2.1% | +0.9% | +1.2% | +2.2% |
| 3M | +4.6% | +11.0% | -6.4% | +5.6% |
| 6M | +14.0% | +22.3% | -8.2% | +13.7% |
| YTD | +22.3% | +65.1% | -42.7% | +17.9% |
| 1Y | +30.7% | +53.1% | -22.4% | +25.4% |
| All | +30.7% | +57.8% | -27.2% | +25.4% |
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