+133.4%
IP vs OVV
+162.8%
-29.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.6% |
| 7D | -5.3% | +0.3% | -5.5% | -5.4% |
| 30D | -10.9% | +11.7% | -22.6% | -13.5% |
| 3M | +11.2% | +9.8% | +1.4% | +7.7% |
| 6M | -10.2% | +26.6% | -36.8% | -16.9% |
| YTD | -2.0% | +67.0% | -69.0% | -15.7% |
| 1Y | -19.1% | +55.9% | -75.0% | -29.5% |
| 3Y | +20.9% | +45.5% | -24.6% | +4.5% |
| 5Y | -17.8% | +157.3% | -175.2% | -42.8% |
| 10Y | +23.5% | +65.0% | -41.5% | -31.8% |
| All | +133.4% | +162.8% | -29.4% | +3.0% |
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