+39.1%
ITW vs OVV
+104.2%
-65.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | +8.9% | -2.5% | +11.4% | +9.0% |
| 3M | -0.9% | +0.5% | -1.4% | -1.3% |
| 6M | +16.0% | +8.5% | +7.5% | +13.8% |
| YTD | +19.4% | +64.5% | -45.0% | +8.8% |
| 1Y | +20.7% | +64.7% | -44.0% | +9.8% |
| 3Y | +33.4% | +54.1% | -20.7% | +20.1% |
| 5Y | +39.1% | +95.4% | -56.3% | +20.1% |
| All | +39.1% | +104.2% | -65.1% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling