+383.3%
IWF vs OVV
+48.9%
+334.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +2.9% |
| 7D | -1.0% | -10.7% | +9.7% | +0.3% |
| 30D | -10.1% | -5.3% | -4.8% | -9.6% |
| 3M | -7.6% | +2.4% | -10.0% | -8.1% |
| 6M | -6.7% | +5.7% | -12.4% | -7.9% |
| YTD | -2.5% | +56.8% | -59.3% | -9.0% |
| 1Y | -2.1% | +59.3% | -61.3% | -8.8% |
| 3Y | +68.6% | +49.0% | +19.7% | +56.2% |
| 5Y | +55.8% | +88.1% | -32.3% | +37.0% |
| 10Y | +383.3% | +42.5% | +340.7% | +266.9% |
| All | +383.3% | +48.9% | +334.4% | +266.9% |
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