+65.6%
IYR vs OVV
+57.3%
+8.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.9% |
| 7D | -2.8% | -2.9% | +0.1% | -2.5% |
| 30D | -2.5% | +0.9% | -3.4% | -2.7% |
| 3M | -3.0% | +11.0% | -14.0% | -4.3% |
| 6M | +1.6% | +22.3% | -20.6% | -1.1% |
| YTD | +7.3% | +65.1% | -57.8% | +0.7% |
| 1Y | +5.6% | +53.1% | -47.5% | -0.2% |
| 3Y | +28.1% | +46.7% | -18.6% | +19.9% |
| 5Y | +6.1% | +155.5% | -149.4% | -8.9% |
| All | +65.6% | +57.3% | +8.4% | +14.2% |
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