+71.3%
OVV vs IRE
-97.2%
+168.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +39.6% | -40.2% | -0.3% |
| 7D | -16.7% | -27.2% | +10.5% | -16.8% |
| 30D | -1.5% | -75.1% | +73.6% | -2.7% |
| 3M | +1.6% | -77.9% | +79.4% | +0.3% |
| 6M | +2.0% | -94.6% | +96.6% | +0.7% |
| YTD | +56.8% | -91.5% | +148.4% | +53.9% |
| 1Y | +64.8% | -97.8% | +162.7% | +58.8% |
| All | +71.3% | -97.2% | +168.5% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling