+503.6%
IBKR vs OTIS
-17.8%
+521.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.5% |
| 7D | -1.3% | -3.0% | +1.6% | -0.2% |
| 30D | -0.2% | -6.0% | +5.8% | +2.1% |
| 3M | +3.0% | -0.9% | +3.8% | +2.6% |
| 6M | +33.9% | -17.3% | +51.2% | +43.8% |
| YTD | +42.5% | -19.6% | +62.1% | +54.3% |
| 1Y | +44.9% | -21.0% | +65.9% | +57.9% |
| 3Y | +293.0% | -12.1% | +305.1% | +289.3% |
| All | +503.6% | -17.8% | +521.4% | +512.9% |
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