+18.5%
IP vs OVV
+38.9%
-20.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +2.4% |
| 7D | +3.4% | -12.1% | +15.5% | +5.4% |
| 30D | +11.2% | +2.9% | +8.4% | +10.4% |
| 3M | -14.8% | +3.7% | -18.5% | -15.8% |
| 6M | +17.3% | +0.6% | +16.7% | +16.3% |
| YTD | -6.2% | +62.5% | -68.6% | -20.0% |
| 1Y | +2.3% | +72.0% | -69.7% | -14.3% |
| All | +18.5% | +38.9% | -20.4% | +0.3% |
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