-39.1%
IONQ vs OTIS
-13.3%
-25.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -9.6% |
| 7D | +16.8% | -3.0% | +19.7% | +15.2% |
| 30D | -11.1% | +14.0% | -25.1% | -6.4% |
| 3M | -31.7% | +4.9% | -36.6% | -29.4% |
| 6M | -44.8% | +5.4% | -50.1% | -42.3% |
| YTD | -31.2% | -10.2% | -21.0% | -29.3% |
| 1Y | -39.1% | -13.4% | -25.8% | -39.7% |
| All | -39.1% | -13.3% | -25.9% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling