+209.5%
IJH vs OTIS
+87.9%
+121.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | 0.0% |
| 7D | -2.5% | -5.0% | +2.5% | -0.2% |
| 30D | -5.0% | -6.5% | +1.5% | -2.1% |
| 3M | +0.5% | -2.0% | +2.5% | +1.1% |
| 6M | +8.2% | -20.2% | +28.4% | +19.6% |
| YTD | +12.5% | -21.0% | +33.4% | +24.5% |
| 1Y | +14.4% | -20.9% | +35.2% | +26.3% |
| 3Y | +49.5% | -13.3% | +62.8% | +54.3% |
| 5Y | +47.8% | -18.5% | +66.3% | +53.8% |
| All | +209.5% | +87.9% | +121.6% | +146.3% |
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