+56.0%
OVV vs IVZ
+42.6%
+13.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.2% |
| 7D | +8.0% | +6.8% | +1.3% | +3.7% |
| 30D | -2.0% | +3.5% | -5.6% | -5.1% |
| 3M | +5.4% | -10.0% | +15.5% | +10.4% |
| 6M | +14.3% | +4.5% | +9.8% | +7.1% |
| YTD | +69.4% | +12.6% | +56.8% | +46.9% |
| 1Y | +72.4% | +24.4% | +47.9% | +39.5% |
| 3Y | +58.4% | +150.6% | -92.2% | -24.6% |
| 5Y | +106.1% | +35.7% | +70.4% | +42.8% |
| All | +56.0% | +42.6% | +13.4% | +9.5% |
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