+53.0%
IJR vs OTIS
-12.3%
+65.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | -2.2% | -3.0% | +0.8% | -1.0% |
| 30D | -4.6% | -6.0% | +1.4% | -2.3% |
| 3M | +0.2% | -0.9% | +1.1% | +0.2% |
| 6M | +14.7% | -17.3% | +32.0% | +23.5% |
| YTD | +18.9% | -19.6% | +38.4% | +29.0% |
| 1Y | +19.9% | -21.0% | +41.0% | +31.1% |
| 3Y | +53.0% | -12.1% | +65.1% | +41.6% |
| All | +53.0% | -12.3% | +65.3% | +41.6% |
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