+166.7%
IJR vs OVV
+57.3%
+109.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.3% | -2.9% | +0.6% | -1.8% |
| 30D | -4.7% | +0.9% | -5.6% | -4.9% |
| 3M | +2.1% | +11.0% | -8.9% | -0.4% |
| 6M | +13.9% | +22.3% | -8.4% | +8.4% |
| YTD | +18.2% | +65.1% | -46.8% | +5.7% |
| 1Y | +21.8% | +53.1% | -31.3% | +10.2% |
| 3Y | +52.2% | +46.7% | +5.5% | +36.1% |
| 5Y | +40.1% | +155.5% | -115.4% | +8.3% |
| All | +166.7% | +57.3% | +109.4% | +72.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling