+150.3%
IJR vs OVV
+58.9%
+91.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.2% | +8.0% | -5.9% | +0.6% |
| 30D | +3.8% | -2.0% | +5.9% | +4.0% |
| 3M | -5.7% | +5.4% | -11.2% | -7.1% |
| 6M | +4.6% | +14.3% | -9.6% | +1.0% |
| YTD | +18.0% | +69.4% | -51.5% | +4.4% |
| 1Y | +21.8% | +72.4% | -50.6% | +7.3% |
| 3Y | +61.1% | +58.4% | +2.7% | +41.6% |
| 5Y | +27.3% | +106.1% | -78.8% | +2.1% |
| All | +150.3% | +58.9% | +91.4% | +63.3% |
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