+494.2%
IYR vs OVV
+162.8%
+331.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -2.9% | +11.7% | -14.6% | -4.8% |
| 3M | +0.8% | +9.8% | -9.0% | -1.2% |
| 6M | +1.9% | +26.6% | -24.7% | -3.1% |
| YTD | +9.6% | +67.0% | -57.4% | -0.9% |
| 1Y | +8.1% | +55.9% | -47.8% | -1.5% |
| 3Y | +29.2% | +45.5% | -16.3% | +16.5% |
| 5Y | +4.3% | +157.3% | -153.1% | -19.4% |
| 10Y | +64.7% | +65.0% | -0.3% | +5.4% |
| All | +494.2% | +162.8% | +331.4% | +246.1% |
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