+34.9%
IEMG vs OVV
+101.5%
-66.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.6% |
| YTD | +11.6% | +68.1% | -56.5% | +2.4% |
| 1Y | +11.4% | +73.6% | -62.2% | +1.6% |
| 3Y | +69.3% | +57.6% | +11.7% | +53.3% |
| 5Y | +34.9% | +104.5% | -69.6% | +14.7% |
| All | +34.9% | +101.5% | -66.6% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling