+18.9%
IWM vs OVV
+75.2%
-56.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +1.1% |
| 7D | +1.0% | -12.1% | +13.1% | +0.1% |
| 30D | +0.2% | +2.9% | -2.6% | +0.4% |
| 3M | -5.6% | +3.7% | -9.3% | -5.3% |
| 6M | +2.7% | +0.6% | +2.1% | +3.2% |
| YTD | +16.2% | +62.5% | -46.3% | +13.9% |
| 1Y | +18.9% | +72.0% | -53.1% | +15.7% |
| All | +18.9% | +75.2% | -56.2% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling