+50.8%
OVV vs IAG
+371.0%
-320.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | -3.7% | +4.3% | -8.0% | -4.3% |
| 30D | +8.0% | +9.8% | -1.8% | +6.4% |
| 3M | +11.3% | +28.9% | -17.6% | +6.5% |
| 6M | +24.0% | -7.6% | +31.6% | +23.2% |
| YTD | +65.3% | +22.0% | +43.4% | +56.1% |
| 1Y | +60.2% | +99.5% | -39.3% | +38.7% |
| 3Y | +46.9% | +818.3% | -771.3% | -5.6% |
| 5Y | +158.7% | +785.9% | -627.2% | +58.6% |
| 10Y | +50.8% | +381.1% | -330.3% | -6.0% |
| All | +50.8% | +371.0% | -320.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IAG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling