+66.0%
IWM vs OTIS
-10.9%
+76.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.1% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -2.3% | -4.7% | +2.5% | -0.6% |
| 3M | +4.0% | +1.2% | +2.7% | +3.1% |
| 6M | +17.9% | -20.5% | +38.5% | +28.6% |
| YTD | +20.2% | -18.4% | +38.7% | +29.2% |
| 1Y | +25.0% | -18.1% | +43.1% | +33.9% |
| 3Y | +66.0% | -10.6% | +76.5% | +50.7% |
| All | +66.0% | -10.9% | +76.9% | +50.7% |
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