+64.2%
IWM vs OVV
+34.1%
+30.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -2.0% | -16.7% | +14.6% | +1.3% |
| 30D | -1.5% | -1.5% | 0.0% | -1.5% |
| 3M | -8.0% | +1.6% | -9.6% | -8.9% |
| 6M | -4.1% | +2.0% | -6.1% | -5.5% |
| YTD | +11.9% | +56.8% | -44.9% | -3.0% |
| 1Y | +15.0% | +64.8% | -49.8% | -2.1% |
| 3Y | +64.2% | +38.3% | +25.9% | +43.0% |
| All | +64.2% | +34.1% | +30.1% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling