+185.7%
IONQ vs OTIS
+25.2%
+160.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -9.1% |
| 7D | +16.8% | -3.0% | +19.7% | +18.7% |
| 30D | -11.1% | +14.0% | -25.1% | -18.6% |
| 3M | -31.7% | +4.9% | -36.6% | -34.6% |
| 6M | -44.8% | +5.4% | -50.1% | -47.7% |
| YTD | -31.2% | -10.2% | -21.0% | -28.1% |
| 1Y | -39.1% | -13.4% | -25.8% | -34.8% |
| 3Y | +189.5% | -0.7% | +190.2% | +163.7% |
| 5Y | +53.2% | -2.1% | +55.3% | +31.3% |
| All | +185.7% | +25.2% | +160.6% | +145.9% |
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