+55.6%
IOT vs OTIS
-13.5%
+69.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.9% |
| 7D | -0.8% | -5.0% | +4.2% | +2.9% |
| 30D | -4.7% | -6.5% | +1.8% | -0.2% |
| 3M | +17.8% | -2.0% | +19.7% | +19.3% |
| 6M | +16.8% | -20.2% | +37.0% | +36.2% |
| YTD | +8.4% | -21.0% | +29.4% | +26.1% |
| 1Y | -0.8% | -20.9% | +20.1% | +14.9% |
| 3Y | +25.7% | -13.3% | +39.1% | +14.6% |
| All | +55.6% | -13.5% | +69.1% | +43.7% |
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 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