+862.7%
IJR vs OVV
+162.8%
+699.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | -2.4% | +11.7% | -14.1% | -5.0% |
| 3M | +3.9% | +9.8% | -5.9% | +1.2% |
| 6M | +12.4% | +26.6% | -14.2% | +5.3% |
| YTD | +21.5% | +67.0% | -45.5% | +6.4% |
| 1Y | +24.0% | +55.9% | -31.9% | +9.8% |
| 3Y | +49.7% | +45.5% | +4.2% | +31.8% |
| 5Y | +39.7% | +157.3% | -117.7% | +2.3% |
| 10Y | +169.0% | +65.0% | +104.0% | +63.1% |
| All | +862.7% | +162.8% | +699.9% | +321.5% |
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