+185.1%
ITW vs OVV
+57.3%
+127.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | -2.4% | -2.9% | +0.5% | -2.0% |
| 30D | -9.5% | +0.9% | -10.4% | -9.7% |
| 3M | +6.6% | +11.0% | -4.4% | +4.7% |
| 6M | -1.8% | +22.3% | -24.0% | -5.3% |
| YTD | +9.0% | +65.1% | -56.1% | +0.4% |
| 1Y | +3.6% | +53.1% | -49.6% | -3.8% |
| 3Y | +19.4% | +46.7% | -27.3% | +9.8% |
| 5Y | +36.4% | +155.5% | -119.1% | +11.9% |
| All | +185.1% | +57.3% | +127.8% | +93.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling