+25.3%
IOT vs OVV
+52.7%
-27.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -3.8% |
| 7D | +5.1% | -3.8% | +8.9% | +5.8% |
| 30D | -3.0% | +1.3% | -4.3% | -3.4% |
| 3M | +15.0% | +14.3% | +0.6% | +10.8% |
| 6M | +13.1% | +21.1% | -8.0% | +6.9% |
| YTD | +9.0% | +66.0% | -57.0% | -5.8% |
| 1Y | +0.1% | +59.3% | -59.2% | -12.8% |
| All | +25.3% | +52.7% | -27.4% | +5.7% |
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