+58.4%
OVV vs IRM
+112.1%
-53.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +8.0% | +6.8% | +1.3% | +6.5% |
| 30D | -2.0% | +2.6% | -4.6% | -2.8% |
| 3M | +5.4% | -9.5% | +14.9% | +7.5% |
| 6M | +14.3% | -8.5% | +22.8% | +15.8% |
| YTD | +69.4% | +40.3% | +29.2% | +48.0% |
| 1Y | +72.4% | +28.7% | +43.7% | +55.0% |
| 3Y | +58.4% | +111.8% | -53.4% | +12.2% |
| All | +58.4% | +112.1% | -53.7% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling