+138.7%
IAU vs OTIS
-19.0%
+157.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.5% |
| 7D | -3.4% | -5.0% | +1.7% | -2.9% |
| 30D | -1.1% | -6.5% | +5.4% | -0.5% |
| 3M | +5.8% | -2.0% | +7.8% | +5.9% |
| 6M | -16.9% | -20.2% | +3.2% | -15.4% |
| YTD | +0.1% | -21.0% | +21.1% | +1.9% |
| 1Y | +18.4% | -20.9% | +39.3% | +20.5% |
| 3Y | +123.6% | -13.3% | +136.9% | +125.7% |
| 5Y | +138.7% | -18.5% | +157.3% | +137.2% |
| All | +138.7% | -19.0% | +157.7% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 5y: compounded portfolio wealth divided by compounded OTIS 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…
5y analysis · Full analysis span regression · 6 months rolling