+4.8%
IYR vs OVV
+153.1%
-148.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.4% | -3.7% | +3.3% | +0.1% |
| 30D | -2.5% | +8.0% | -10.5% | -3.5% |
| 3M | +1.5% | +11.3% | -9.8% | -0.1% |
| 6M | +3.9% | +24.0% | -20.1% | +0.4% |
| YTD | +9.5% | +65.3% | -55.8% | +1.7% |
| 1Y | +7.5% | +60.2% | -52.7% | -0.1% |
| 3Y | +30.8% | +46.9% | -16.2% | +20.6% |
| 5Y | +4.8% | +158.7% | -153.9% | -9.8% |
| All | +4.8% | +153.1% | -148.3% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling