+155.4%
IWM vs OVV
+46.5%
+108.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.2% |
| 7D | +0.3% | -7.3% | +7.6% | +1.7% |
| 30D | +0.6% | -3.6% | +4.2% | +1.1% |
| 3M | -6.2% | -2.6% | -3.6% | -6.1% |
| 6M | -0.8% | +7.6% | -8.3% | -3.0% |
| YTD | +14.8% | +59.6% | -44.9% | +3.1% |
| 1Y | +16.1% | +62.2% | -46.1% | +3.9% |
| 3Y | +71.5% | +49.6% | +21.9% | +53.1% |
| 5Y | +25.8% | +98.9% | -73.2% | +2.6% |
| 10Y | +155.4% | +45.1% | +110.3% | +74.1% |
| All | +155.4% | +46.5% | +108.9% | +74.1% |
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 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