+162.0%
OVV vs IFF
-35.9%
+197.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.7% |
| 7D | -3.8% | -3.0% | -0.8% | -3.3% |
| 30D | +1.3% | -0.9% | +2.2% | +1.4% |
| 3M | +14.3% | +11.8% | +2.5% | +11.2% |
| 6M | +21.1% | +16.5% | +4.6% | +15.1% |
| YTD | +66.0% | +26.5% | +39.5% | +53.3% |
| 1Y | +59.3% | +32.7% | +26.6% | +44.5% |
| 3Y | +47.6% | +32.0% | +15.6% | +30.6% |
| 5Y | +162.0% | -36.1% | +198.0% | +174.6% |
| All | +162.0% | -35.9% | +197.8% | +174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling