+174.8%
IEFA vs OTIS
+91.8%
+83.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -0.5% | -2.2% | +1.7% | +0.3% |
| 30D | -1.1% | -4.3% | +3.2% | +0.3% |
| 3M | +5.1% | -2.2% | +7.2% | +5.6% |
| 6M | +9.3% | -19.9% | +29.2% | +17.2% |
| YTD | +13.0% | -19.3% | +32.3% | +20.6% |
| 1Y | +19.2% | -19.6% | +38.7% | +27.2% |
| 3Y | +67.0% | -11.5% | +78.5% | +69.9% |
| 5Y | +51.1% | -16.8% | +67.9% | +53.2% |
| All | +174.8% | +91.8% | +83.0% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling