+110.3%
OVV vs IAG
+337.4%
-227.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.2% | -7.8% | -2.0% |
| 7D | -16.7% | +21.4% | -38.1% | -20.0% |
| 30D | -1.5% | +4.0% | -5.5% | -2.9% |
| 3M | +1.6% | +17.0% | -15.5% | -2.8% |
| 6M | +2.0% | +1.4% | +0.6% | -0.7% |
| YTD | +56.8% | +13.8% | +43.0% | +45.6% |
| 1Y | +64.8% | +55.8% | +9.0% | +42.9% |
| 3Y | +38.3% | +647.4% | -609.1% | -19.2% |
| 5Y | +84.9% | +519.1% | -434.3% | +5.3% |
| 10Y | +54.5% | +345.6% | -291.1% | -16.7% |
| All | +110.3% | +337.4% | -227.1% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling