+38.3%
OVV vs IAG
+621.5%
-583.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.2% | -7.8% | -1.0% |
| 7D | -16.7% | +21.4% | -38.1% | -17.5% |
| 30D | -1.5% | +4.0% | -5.5% | -1.7% |
| 3M | +1.6% | +17.0% | -15.5% | +0.3% |
| 6M | +2.0% | +1.4% | +0.6% | +1.6% |
| YTD | +56.8% | +13.8% | +43.0% | +52.6% |
| 1Y | +64.8% | +55.8% | +9.0% | +54.3% |
| 3Y | +38.3% | +647.4% | -609.1% | +0.6% |
| All | +38.3% | +621.5% | -583.3% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling