+878.3%
IJH vs OVV
+160.1%
+718.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +1.0% | -3.7% | +4.7% | +1.9% |
| 30D | -3.1% | +8.0% | -11.1% | -4.9% |
| 3M | +1.9% | +11.3% | -9.3% | -0.9% |
| 6M | +11.0% | +24.0% | -13.0% | +4.7% |
| YTD | +14.7% | +65.3% | -50.6% | +1.2% |
| 1Y | +15.6% | +60.2% | -44.6% | +2.2% |
| 3Y | +52.5% | +46.9% | +5.6% | +34.5% |
| 5Y | +49.1% | +158.7% | -109.7% | +10.0% |
| 10Y | +177.7% | +50.8% | +126.8% | +73.1% |
| All | +878.3% | +160.1% | +718.2% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling