+56.5%
IOT vs OVV
+126.2%
-69.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -3.8% |
| 7D | +5.1% | -3.8% | +8.9% | +6.1% |
| 30D | -3.0% | +1.3% | -4.3% | -3.5% |
| 3M | +15.0% | +14.3% | +0.6% | +9.7% |
| 6M | +13.1% | +21.1% | -8.0% | +5.6% |
| YTD | +9.0% | +66.0% | -57.0% | -8.2% |
| 1Y | +0.1% | +59.3% | -59.2% | -14.9% |
| 3Y | +26.4% | +47.6% | -21.1% | +5.9% |
| All | +56.5% | +126.2% | -69.7% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling