+124.0%
OVV vs IAG
+377.5%
-253.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +11.7% | +28.9% | -17.2% | +5.8% |
| 3M | +9.8% | +19.1% | -9.3% | +4.7% |
| 6M | +26.6% | -10.3% | +36.8% | +25.6% |
| YTD | +67.0% | +24.2% | +42.8% | +53.6% |
| 1Y | +55.9% | +116.5% | -60.6% | +26.4% |
| 3Y | +45.5% | +742.8% | -697.3% | -16.6% |
| 5Y | +157.3% | +753.3% | -596.0% | +37.9% |
| 10Y | +65.0% | +403.2% | -338.2% | -13.4% |
| All | +124.0% | +377.5% | -253.5% | -21.1% |
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