+54.8%
OVV vs IWD
+202.4%
-147.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +3.0% |
| 7D | +6.5% | +1.7% | +4.9% | +3.3% |
| 30D | -2.7% | +3.2% | -5.9% | -8.8% |
| 3M | +3.1% | +2.3% | +0.9% | -2.0% |
| 6M | +12.8% | +12.9% | -0.1% | -11.6% |
| YTD | +68.1% | +26.2% | +41.9% | +5.4% |
| 1Y | +73.6% | +28.3% | +45.4% | +5.4% |
| 3Y | +57.6% | +84.4% | -26.8% | -51.7% |
| 5Y | +104.5% | +73.0% | +31.6% | -27.0% |
| All | +54.8% | +202.4% | -147.6% | -69.1% |
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