+24.4%
IOT vs OTIS
-12.3%
+36.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.7% |
| 7D | -4.5% | -3.0% | -1.6% | -3.7% |
| 30D | -2.4% | -6.0% | +3.6% | -0.7% |
| 3M | +19.0% | -0.9% | +19.8% | +19.4% |
| 6M | +19.6% | -17.3% | +37.0% | +26.1% |
| YTD | +8.3% | -19.6% | +27.8% | +14.7% |
| 1Y | -0.8% | -21.0% | +20.2% | +5.8% |
| 3Y | +24.4% | -12.1% | +36.5% | -9.2% |
| All | +24.4% | -12.3% | +36.7% | -9.2% |
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