+74.3%
OVV vs IRE
-97.7%
+172.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -15.8% | +17.6% | +1.7% |
| 7D | -7.3% | -41.9% | +34.6% | -7.6% |
| 30D | -3.6% | -75.1% | +71.5% | -4.7% |
| 3M | -2.6% | -82.4% | +79.8% | -4.0% |
| 6M | +7.6% | -95.5% | +103.1% | +6.0% |
| YTD | +59.6% | -93.1% | +152.7% | +56.3% |
| 1Y | +62.2% | -97.8% | +160.0% | +57.0% |
| All | +74.3% | -97.7% | +172.1% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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