+173.4%
OVV vs IFF
+289.4%
-116.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +5.0% | +3.6% |
| 7D | +6.5% | -6.9% | +13.5% | +10.3% |
| 30D | -2.7% | -8.9% | +6.2% | +1.8% |
| 3M | +3.1% | -3.7% | +6.8% | +4.6% |
| 6M | +12.8% | +3.5% | +9.3% | +7.8% |
| YTD | +68.1% | +21.2% | +46.9% | +41.5% |
| 1Y | +73.6% | +25.6% | +48.0% | +42.8% |
| 3Y | +57.6% | +19.7% | +37.9% | +27.5% |
| 5Y | +104.5% | -39.8% | +144.4% | +134.5% |
| 10Y | +58.4% | -13.2% | +71.7% | +52.2% |
| All | +173.4% | +289.4% | -116.0% | +3.8% |
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