+114.6%
IP vs OVV
+148.3%
-33.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.2% |
| 7D | -5.0% | -14.9% | +9.9% | -1.2% |
| 30D | +6.5% | -0.9% | +7.5% | +6.5% |
| 3M | -18.0% | +5.6% | -23.6% | -19.7% |
| 6M | +10.3% | -2.5% | +12.8% | +9.3% |
| YTD | -9.9% | +57.8% | -67.7% | -21.8% |
| 1Y | -1.1% | +70.1% | -71.1% | -15.9% |
| 3Y | +13.0% | +35.1% | -22.1% | -0.7% |
| 5Y | -12.3% | +86.1% | -98.3% | -33.7% |
| 10Y | +26.8% | +55.5% | -28.7% | -28.5% |
| All | +114.6% | +148.3% | -33.7% | -4.4% |
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