+38.3%
OVV vs IVZ
+122.1%
-83.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -16.7% | -2.4% | -14.2% | -16.2% |
| 30D | -1.5% | -11.2% | +9.7% | +1.6% |
| 3M | +1.6% | -14.0% | +15.5% | +5.5% |
| 6M | +2.0% | +0.5% | +1.6% | -0.4% |
| YTD | +56.8% | +5.4% | +51.4% | +47.9% |
| 1Y | +64.8% | +19.5% | +45.4% | +45.9% |
| 3Y | +38.3% | +128.7% | -90.4% | -14.6% |
| All | +38.3% | +122.1% | -83.9% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling