+410.9%
IWF vs OVV
+54.2%
+356.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +1.5% | -3.7% | +5.2% | +2.0% |
| 30D | -1.3% | +8.0% | -9.3% | -2.3% |
| 3M | +0.1% | +11.3% | -11.1% | -1.5% |
| 6M | +10.3% | +24.0% | -13.7% | +6.7% |
| YTD | +4.2% | +65.3% | -61.2% | -3.1% |
| 1Y | +9.3% | +60.2% | -50.9% | +1.9% |
| 3Y | +79.3% | +46.9% | +32.4% | +66.5% |
| 5Y | +73.8% | +158.7% | -85.0% | +47.5% |
| 10Y | +410.9% | +50.8% | +360.1% | +279.5% |
| All | +410.9% | +54.2% | +356.7% | +279.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling