+123.4%
IP vs OVV
+155.6%
-32.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +2.9% |
| 7D | +3.4% | -12.1% | +15.5% | +6.6% |
| 30D | +11.2% | +2.9% | +8.4% | +10.1% |
| 3M | -14.8% | +3.7% | -18.5% | -16.2% |
| 6M | +17.3% | +0.6% | +16.7% | +15.3% |
| YTD | -6.2% | +62.5% | -68.6% | -19.2% |
| 1Y | +2.3% | +72.0% | -69.7% | -13.2% |
| 3Y | +17.7% | +39.1% | -21.4% | +2.7% |
| 5Y | -8.4% | +98.5% | -106.9% | -31.9% |
| 10Y | +32.1% | +60.1% | -28.0% | -26.1% |
| All | +123.4% | +155.6% | -32.2% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling