+42.5%
OVV vs IWD
+212.1%
-169.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -3.6% |
| 7D | -10.7% | +1.3% | -12.0% | -13.2% |
| 30D | -5.3% | +3.6% | -8.9% | -11.8% |
| 3M | +2.4% | +2.3% | +0.1% | -2.8% |
| 6M | +5.7% | +13.0% | -7.4% | -17.3% |
| YTD | +56.8% | +26.2% | +30.6% | -1.7% |
| 1Y | +59.3% | +30.5% | +28.8% | -6.4% |
| 3Y | +49.0% | +86.2% | -37.2% | -55.2% |
| 5Y | +88.1% | +72.9% | +15.2% | -32.8% |
| 10Y | +42.5% | +205.0% | -162.5% | -72.7% |
| All | +42.5% | +212.1% | -169.5% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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