+2.0%
OVV vs IAG
+5.8%
-3.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.2% | -7.8% | +0.2% |
| 7D | -16.7% | +21.4% | -38.1% | -14.7% |
| 30D | -1.5% | +4.0% | -5.5% | -0.2% |
| 3M | +1.6% | +17.0% | -15.5% | +4.4% |
| 6M | +2.0% | +1.4% | +0.6% | +3.2% |
| All | +2.0% | +5.8% | -3.8% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling