+58.4%
OVV vs IRM
+409.6%
-351.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.6% |
| 7D | +0.3% | -0.5% | +0.7% | +0.4% |
| 30D | +11.7% | -8.1% | +19.8% | +16.1% |
| 3M | +9.8% | -9.7% | +19.5% | +14.5% |
| 6M | +26.6% | +10.0% | +16.6% | +17.4% |
| YTD | +67.0% | +43.0% | +24.0% | +32.9% |
| 1Y | +55.9% | +32.7% | +23.2% | +27.8% |
| 3Y | +45.5% | +102.7% | -57.2% | -12.5% |
| 5Y | +157.3% | +187.6% | -30.2% | +22.0% |
| All | +58.4% | +409.6% | -351.2% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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