+162.2%
IGV vs OTIS
+115.8%
+46.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +2.3% | -1.3% | +3.6% | +2.8% |
| 30D | -6.0% | +12.8% | -18.8% | -10.2% |
| 3M | -4.8% | +7.4% | -12.2% | -7.5% |
| 6M | +14.2% | +7.7% | +6.5% | +10.4% |
| YTD | -4.2% | -9.3% | +5.0% | -1.7% |
| 1Y | -5.3% | -12.1% | +6.8% | -1.6% |
| 3Y | +38.8% | +0.6% | +38.1% | +32.8% |
| 5Y | +14.2% | -1.1% | +15.3% | +7.7% |
| All | +162.2% | +115.8% | +46.5% | +115.8% |
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