+1,231.8%
IWF vs OVV
+162.8%
+1,069.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | -0.4% | +11.7% | -12.1% | -2.3% |
| 3M | -2.6% | +9.8% | -12.4% | -4.5% |
| 6M | +9.1% | +26.6% | -17.4% | +4.1% |
| YTD | +4.5% | +67.0% | -62.5% | -5.1% |
| 1Y | +10.1% | +55.9% | -45.8% | +0.8% |
| 3Y | +77.6% | +45.5% | +32.1% | +61.4% |
| 5Y | +73.7% | +157.3% | -83.6% | +37.9% |
| 10Y | +411.5% | +65.0% | +346.5% | +245.8% |
| All | +1,231.8% | +162.8% | +1,069.0% | +555.8% |
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 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