+56.0%
OVV vs IWD
+203.0%
-147.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.4% |
| 7D | +8.0% | +2.3% | +5.8% | +3.7% |
| 30D | -2.0% | +3.6% | -5.6% | -8.8% |
| 3M | +5.4% | +2.2% | +3.3% | +0.4% |
| 6M | +14.3% | +13.0% | +1.3% | -10.4% |
| YTD | +69.4% | +26.5% | +42.9% | +5.7% |
| 1Y | +72.4% | +30.1% | +42.2% | +1.9% |
| 3Y | +58.4% | +84.9% | -26.5% | -51.7% |
| 5Y | +106.1% | +73.4% | +32.8% | -26.8% |
| All | +56.0% | +203.0% | -147.0% | -69.0% |
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