+265.9%
IONQ vs OTIS
+15.6%
+250.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.8% | -0.7% | +1.6% | +1.3% |
| 30D | -1.0% | -2.0% | +1.0% | 0.0% |
| 3M | -39.8% | +2.6% | -42.4% | -41.8% |
| 6M | +6.4% | -20.9% | +27.4% | +23.5% |
| YTD | -11.9% | -17.1% | +5.2% | -2.2% |
| 1Y | -6.2% | -15.9% | +9.8% | +2.4% |
| 3Y | +125.7% | -12.7% | +138.4% | +128.2% |
| 5Y | +296.0% | -15.7% | +311.7% | +256.5% |
| All | +265.9% | +15.6% | +250.4% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling