+39.2%
OVV vs IWD
+79.4%
-40.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.2% | +0.1% |
| 7D | -14.9% | -0.9% | -14.0% | -14.2% |
| 30D | -0.9% | +2.6% | -3.6% | -4.3% |
| 3M | +5.6% | +1.2% | +4.3% | +3.5% |
| 6M | -2.5% | +12.1% | -14.6% | -16.8% |
| YTD | +57.8% | +24.1% | +33.7% | +15.0% |
| 1Y | +70.1% | +28.5% | +41.6% | +17.1% |
| All | +39.2% | +79.4% | -40.2% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling