+83.3%
IEMG vs OTIS
-12.3%
+95.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.8% |
| 7D | -1.3% | -3.0% | +1.7% | -0.6% |
| 30D | +1.9% | -6.0% | +7.9% | +3.4% |
| 3M | +1.4% | -0.9% | +2.3% | +1.3% |
| 6M | +15.2% | -17.3% | +32.5% | +20.7% |
| YTD | +23.8% | -19.6% | +43.4% | +30.4% |
| 1Y | +30.7% | -21.0% | +51.7% | +38.1% |
| 3Y | +83.3% | -12.1% | +95.4% | +76.7% |
| All | +83.3% | -12.3% | +95.5% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling