+253.1%
IONQ vs OTIS
+12.5%
+240.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.1% |
| 7D | +1.3% | -2.2% | +3.5% | +2.8% |
| 30D | -10.3% | -4.3% | -6.0% | -8.0% |
| 3M | -32.7% | -2.2% | -30.5% | -32.7% |
| 6M | +6.3% | -19.9% | +26.2% | +21.9% |
| YTD | -15.0% | -19.3% | +4.3% | -4.0% |
| 1Y | -13.3% | -19.6% | +6.2% | -2.5% |
| 3Y | +97.2% | -11.5% | +108.7% | +96.0% |
| 5Y | +278.7% | -16.8% | +295.5% | +247.2% |
| All | +253.1% | +12.5% | +240.7% | +228.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling