+42.5%
OVV vs IVZ
+55.7%
-13.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -4.0% |
| 7D | -10.7% | +4.1% | -14.8% | -13.4% |
| 30D | -5.3% | -2.0% | -3.3% | -5.2% |
| 3M | +2.4% | -7.8% | +10.2% | +5.7% |
| 6M | +5.7% | +6.3% | -0.7% | -2.0% |
| YTD | +56.8% | +12.6% | +44.2% | +36.0% |
| 1Y | +59.3% | +27.6% | +31.6% | +26.6% |
| 3Y | +49.0% | +154.0% | -105.1% | -29.6% |
| 5Y | +88.1% | +37.3% | +50.8% | +29.3% |
| 10Y | +42.5% | +50.5% | -8.0% | -5.9% |
| All | +42.5% | +55.7% | -13.1% | -5.9% |
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