+106.0%
OVV vs IRM
+187.5%
-81.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +8.0% | +6.8% | +1.3% | +5.4% |
| 30D | -2.0% | +2.6% | -4.6% | -3.4% |
| 3M | +5.4% | -9.5% | +14.9% | +8.7% |
| 6M | +14.3% | -8.5% | +22.8% | +16.5% |
| YTD | +69.4% | +40.3% | +29.2% | +39.7% |
| 1Y | +72.4% | +28.7% | +43.7% | +47.8% |
| 3Y | +58.4% | +111.8% | -53.4% | -6.0% |
| All | +106.0% | +187.5% | -81.5% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling