+86.0%
IYR vs OVV
+48.9%
+37.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +2.3% | -10.7% | +13.0% | +3.5% |
| 30D | +7.4% | -5.3% | +12.7% | +7.9% |
| 3M | -0.7% | +2.4% | -3.1% | -1.2% |
| 6M | +1.6% | +5.7% | -4.0% | +0.5% |
| YTD | +11.6% | +56.8% | -45.2% | +5.0% |
| 1Y | +10.5% | +59.3% | -48.8% | +3.8% |
| 3Y | +43.4% | +49.0% | -5.6% | +33.7% |
| 5Y | +6.8% | +88.1% | -81.3% | -5.3% |
| 10Y | +86.0% | +42.5% | +43.4% | +31.3% |
| All | +86.0% | +48.9% | +37.1% | +31.3% |
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