+23.1%
IGV vs OTIS
-17.8%
+40.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.5% |
| 7D | -2.9% | -3.0% | 0.0% | -1.6% |
| 30D | -1.5% | -6.0% | +4.5% | +1.3% |
| 3M | +11.7% | -0.9% | +12.6% | +11.7% |
| 6M | +18.4% | -17.3% | +35.8% | +29.0% |
| YTD | -3.9% | -19.6% | +15.6% | +5.5% |
| 1Y | -9.7% | -21.0% | +11.4% | -0.1% |
| 3Y | +38.4% | -12.1% | +50.5% | +34.5% |
| All | +23.1% | -17.8% | +40.9% | +16.2% |
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