+175.6%
OVV vs IFF
+293.2%
-117.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | +8.0% | -1.8% | +9.8% | +8.9% |
| 30D | -2.0% | -9.4% | +7.4% | +2.8% |
| 3M | +5.4% | -3.0% | +8.4% | +6.5% |
| 6M | +14.3% | +5.8% | +8.5% | +7.9% |
| YTD | +69.4% | +22.4% | +47.1% | +41.9% |
| 1Y | +72.4% | +23.0% | +49.3% | +43.6% |
| 3Y | +58.4% | +21.8% | +36.6% | +26.9% |
| 5Y | +106.1% | -39.2% | +145.4% | +135.1% |
| 10Y | +59.6% | -12.4% | +72.0% | +52.6% |
| All | +175.6% | +293.2% | -117.6% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling