+171.6%
OVV vs IVZ
+187.2%
-15.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.2% |
| 7D | +0.3% | +0.6% | -0.4% | -0.1% |
| 30D | +11.7% | +4.0% | +7.7% | +9.6% |
| 3M | +9.8% | +18.2% | -8.4% | +1.1% |
| 6M | +26.6% | +32.8% | -6.3% | +9.2% |
| YTD | +67.0% | +28.7% | +38.3% | +44.8% |
| 1Y | +55.9% | +55.4% | +0.5% | +23.9% |
| 3Y | +45.5% | +135.2% | -89.7% | -6.1% |
| 5Y | +157.3% | +64.2% | +93.2% | +89.7% |
| 10Y | +65.0% | +64.6% | +0.4% | +25.6% |
| All | +171.6% | +187.2% | -15.6% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling