+167.5%
IWM vs OVV
+61.5%
+106.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -1.3% | +11.7% | -13.0% | -3.4% |
| 3M | +1.6% | +9.8% | -8.2% | -0.6% |
| 6M | +13.6% | +26.6% | -13.0% | +7.5% |
| YTD | +20.8% | +67.0% | -46.3% | +8.0% |
| 1Y | +26.4% | +55.9% | -29.5% | +14.2% |
| 3Y | +60.7% | +45.5% | +15.2% | +44.4% |
| 5Y | +38.2% | +157.3% | -119.2% | +7.9% |
| All | +167.5% | +61.5% | +106.0% | +76.5% |
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