+38.4%
IGV vs OTIS
-12.3%
+50.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.1% |
| 7D | -2.9% | -3.0% | 0.0% | -2.3% |
| 30D | -1.5% | -6.0% | +4.5% | -0.2% |
| 3M | +11.7% | -0.9% | +12.6% | +11.7% |
| 6M | +18.4% | -17.3% | +35.8% | +23.7% |
| YTD | -3.9% | -19.6% | +15.6% | +0.8% |
| 1Y | -9.7% | -21.0% | +11.4% | -4.8% |
| 3Y | +38.4% | -12.1% | +50.5% | +27.4% |
| All | +38.4% | -12.3% | +50.7% | +27.4% |
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