+42.5%
OVV vs IBB
+139.6%
-97.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.9% |
| 7D | -10.7% | +2.7% | -13.4% | -12.6% |
| 30D | -5.3% | +6.3% | -11.6% | -9.7% |
| 3M | +2.4% | +11.1% | -8.7% | -6.1% |
| 6M | +5.7% | +29.2% | -23.6% | -14.1% |
| YTD | +56.8% | +30.2% | +26.5% | +24.8% |
| 1Y | +59.3% | +39.5% | +19.8% | +19.9% |
| 3Y | +49.0% | +92.3% | -43.4% | -15.6% |
| 5Y | +88.1% | +43.0% | +45.2% | +34.2% |
| 10Y | +42.5% | +137.1% | -94.6% | -22.5% |
| All | +42.5% | +139.6% | -97.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling