+191.0%
IONQ vs OTIS
+4.7%
+186.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +23.6% |
| 7D | +8.6% | +4.2% | +4.4% | +7.4% |
| 30D | -21.1% | +20.1% | -41.2% | -25.4% |
| 3M | -17.9% | +7.6% | -25.5% | -19.5% |
| 6M | -37.9% | +4.2% | -42.1% | -38.6% |
| YTD | -27.3% | -8.1% | -19.2% | -24.2% |
| 1Y | -43.2% | -11.5% | -31.7% | -39.6% |
| 3Y | +191.0% | +3.8% | +187.2% | +130.7% |
| All | +191.0% | +4.7% | +186.3% | +130.7% |
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 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