+835.0%
IJR vs OVV
+164.5%
+670.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.7% |
| 7D | +2.3% | +6.5% | -4.2% | +0.8% |
| 30D | +2.2% | -2.7% | +4.9% | +2.6% |
| 3M | -5.3% | +3.1% | -8.4% | -6.4% |
| 6M | +4.3% | +12.8% | -8.5% | +0.4% |
| YTD | +18.0% | +68.1% | -50.1% | +2.7% |
| 1Y | +19.2% | +73.6% | -54.4% | +2.9% |
| 3Y | +61.1% | +57.6% | +3.5% | +39.0% |
| 5Y | +27.3% | +104.5% | -77.2% | -1.7% |
| 10Y | +154.1% | +58.4% | +95.7% | +56.3% |
| All | +835.0% | +164.5% | +670.4% | +307.0% |
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