+22.9%
IP vs OVV
+63.7%
-40.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | -5.3% | +0.3% | -5.5% | -5.3% |
| 30D | -10.9% | +11.7% | -22.6% | -12.7% |
| 3M | +11.2% | +9.8% | +1.4% | +8.8% |
| 6M | -10.2% | +26.6% | -36.8% | -15.1% |
| YTD | -2.0% | +67.0% | -69.0% | -12.1% |
| 1Y | -19.1% | +55.9% | -75.0% | -26.7% |
| 3Y | +20.9% | +45.5% | -24.6% | +8.9% |
| 5Y | -17.8% | +157.3% | -175.2% | -35.7% |
| All | +22.9% | +63.7% | -40.7% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling