+55.4%
OVV vs IFF
-19.8%
+75.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -2.9% | -2.8% | -0.1% | -1.7% |
| 30D | +0.9% | -1.1% | +2.0% | +1.2% |
| 3M | +11.0% | +13.8% | -2.8% | +3.3% |
| 6M | +22.3% | +16.7% | +5.6% | +8.7% |
| YTD | +65.1% | +26.1% | +38.9% | +39.9% |
| 1Y | +53.1% | +33.5% | +19.6% | +25.1% |
| 3Y | +46.7% | +31.6% | +15.1% | +14.9% |
| 5Y | +155.5% | -34.9% | +190.4% | +187.6% |
| All | +55.4% | -19.8% | +75.3% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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