+166.0%
IGV vs OTIS
+93.9%
+72.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | -3.3% | -0.8% | -2.6% | -3.0% |
| 30D | 0.0% | -4.7% | +4.7% | +1.7% |
| 3M | +7.3% | +1.2% | +6.1% | +6.5% |
| 6M | +16.7% | -20.5% | +37.2% | +26.7% |
| YTD | -2.8% | -18.4% | +15.6% | +4.0% |
| 1Y | -6.7% | -18.1% | +11.4% | -0.5% |
| 3Y | +41.1% | -10.6% | +51.7% | +41.6% |
| 5Y | +22.0% | -16.1% | +38.1% | +21.3% |
| All | +166.0% | +93.9% | +72.1% | +128.4% |
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 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