+106.0%
OVV vs IVZ
+36.0%
+70.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.1% |
| 7D | +8.0% | +7.6% | +0.4% | +4.9% |
| 30D | -2.0% | +4.3% | -6.4% | -4.3% |
| 3M | +5.4% | -9.3% | +14.8% | +8.6% |
| 6M | +14.3% | +5.2% | +9.0% | +9.2% |
| YTD | +69.4% | +13.4% | +56.0% | +53.3% |
| 1Y | +72.4% | +25.4% | +47.0% | +48.0% |
| 3Y | +58.4% | +152.5% | -94.1% | -9.9% |
| All | +106.0% | +36.0% | +70.0% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling