+23.9%
IP vs OVV
+45.7%
-21.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | -5.3% | +0.3% | -5.5% | -5.4% |
| 30D | -10.9% | +11.7% | -22.6% | -12.8% |
| 3M | +11.2% | +9.8% | +1.4% | +8.8% |
| 6M | -10.2% | +26.6% | -36.8% | -16.4% |
| YTD | -2.0% | +67.0% | -69.0% | -16.2% |
| 1Y | -19.1% | +55.9% | -75.0% | -29.8% |
| All | +23.9% | +45.7% | -21.8% | +4.8% |
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