+40.1%
IWM vs OTIS
-16.2%
+56.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.8% |
| 30D | -2.3% | -4.7% | +2.5% | +0.1% |
| 3M | +4.0% | +1.2% | +2.7% | +2.8% |
| 6M | +17.9% | -20.5% | +38.5% | +32.4% |
| YTD | +20.2% | -18.4% | +38.7% | +32.5% |
| 1Y | +25.0% | -18.1% | +43.1% | +37.1% |
| 3Y | +66.0% | -10.6% | +76.5% | +64.7% |
| All | +40.1% | -16.2% | +56.3% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling