+53.0%
OVV vs IFF
+30.1%
+22.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.5% |
| 7D | -3.8% | -3.0% | -0.8% | -3.6% |
| 30D | +1.3% | -0.9% | +2.2% | +1.3% |
| 3M | +14.3% | +11.8% | +2.5% | +13.0% |
| 6M | +21.1% | +16.5% | +4.6% | +18.3% |
| YTD | +66.0% | +26.5% | +39.5% | +57.4% |
| 1Y | +59.3% | +32.7% | +26.6% | +48.4% |
| All | +53.0% | +30.1% | +22.9% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling