+88.0%
IEMG vs OVV
+47.2%
+40.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +2.8% | -3.7% | +6.5% | +3.1% |
| 30D | +4.6% | +8.0% | -3.3% | +3.9% |
| 3M | +5.5% | +11.3% | -5.8% | +4.3% |
| 6M | +19.7% | +24.0% | -4.3% | +16.0% |
| YTD | +25.5% | +65.3% | -39.8% | +16.4% |
| 1Y | +35.5% | +60.2% | -24.6% | +25.9% |
| 3Y | +88.0% | +46.9% | +41.0% | +71.0% |
| All | +88.0% | +47.2% | +40.7% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling