+651.2%
IWM vs OVV
+146.7%
+504.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -2.0% | -16.7% | +14.6% | +2.0% |
| 30D | -1.5% | -1.5% | 0.0% | -1.4% |
| 3M | -8.0% | +1.6% | -9.6% | -8.8% |
| 6M | -4.1% | +2.0% | -6.1% | -5.6% |
| YTD | +11.9% | +56.8% | -44.9% | -1.1% |
| 1Y | +15.0% | +64.8% | -49.8% | +0.3% |
| 3Y | +64.2% | +38.3% | +25.9% | +45.8% |
| 5Y | +20.4% | +84.9% | -64.5% | -5.0% |
| 10Y | +168.0% | +54.5% | +113.4% | +65.0% |
| All | +651.2% | +146.7% | +504.5% | +221.1% |
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 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