+53.6%
IJR vs OVV
+52.7%
+0.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -1.1% | -3.8% | +2.7% | -0.3% |
| 30D | -3.6% | +1.3% | -4.9% | -3.9% |
| 3M | +2.3% | +14.3% | -12.0% | -1.0% |
| 6M | +14.3% | +21.1% | -6.8% | +8.0% |
| YTD | +19.3% | +66.0% | -46.7% | +3.0% |
| 1Y | +22.6% | +59.3% | -36.7% | +6.5% |
| All | +53.6% | +52.7% | +0.9% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling