+179.3%
IJH vs OVV
+56.5%
+122.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -1.9% | -1.7% | -0.2% | -1.6% |
| 30D | -4.6% | +0.8% | -5.4% | -4.8% |
| 3M | -1.2% | +13.3% | -14.4% | -3.7% |
| 6M | +9.4% | +16.9% | -7.5% | +5.5% |
| YTD | +13.3% | +64.3% | -50.9% | +2.4% |
| 1Y | +13.4% | +54.2% | -40.8% | +3.3% |
| 3Y | +50.4% | +51.3% | -0.9% | +35.1% |
| 5Y | +49.0% | +154.3% | -105.3% | +18.1% |
| All | +179.3% | +56.5% | +122.8% | +83.3% |
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