+50.8%
OVV vs IVZ
+61.1%
-10.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.3% |
| 7D | -3.7% | +1.1% | -4.8% | -4.5% |
| 30D | +8.0% | +3.1% | +4.9% | +5.7% |
| 3M | +11.3% | +18.2% | -6.9% | -1.3% |
| 6M | +24.0% | +38.6% | -14.6% | -2.5% |
| YTD | +65.3% | +25.9% | +39.4% | +35.9% |
| 1Y | +60.2% | +51.7% | +8.5% | +15.5% |
| 3Y | +46.9% | +138.7% | -91.7% | -26.3% |
| 5Y | +158.7% | +62.8% | +95.9% | +60.3% |
| 10Y | +50.8% | +60.9% | -10.1% | -3.4% |
| All | +50.8% | +61.1% | -10.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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