-7.7%
IEF vs OTIS
+91.3%
-99.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | -1.3% | -3.0% | +1.6% | -1.3% |
| 30D | -1.7% | -6.0% | +4.3% | -1.6% |
| 3M | -2.5% | -0.9% | -1.7% | -2.5% |
| 6M | -3.3% | -17.3% | +14.1% | -2.9% |
| YTD | -2.8% | -19.6% | +16.7% | -2.4% |
| 1Y | -2.7% | -21.0% | +18.3% | -2.3% |
| 3Y | +8.9% | -12.1% | +21.0% | +9.2% |
| 5Y | -9.4% | -17.1% | +7.7% | -9.5% |
| All | -7.7% | +91.3% | -99.0% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling