+171.6%
OVV vs IRM
+2,241.0%
-2,069.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.4% |
| 7D | +0.3% | -0.5% | +0.7% | +0.4% |
| 30D | +11.7% | -8.1% | +19.8% | +15.4% |
| 3M | +9.8% | -9.7% | +19.5% | +13.8% |
| 6M | +26.6% | +10.0% | +16.6% | +19.1% |
| YTD | +67.0% | +43.0% | +24.0% | +39.0% |
| 1Y | +55.9% | +32.7% | +23.2% | +33.0% |
| 3Y | +45.5% | +102.7% | -57.2% | -0.5% |
| 5Y | +157.3% | +187.6% | -30.2% | +49.1% |
| 10Y | +65.0% | +420.1% | -355.1% | -24.2% |
| All | +171.6% | +2,241.0% | -2,069.4% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling