+23.7%
IWM vs OTIS
-0.1%
+23.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.4% |
| 7D | +2.8% | -3.0% | +5.7% | +4.3% |
| 30D | +0.6% | +14.0% | -13.3% | -6.1% |
| 3M | -7.8% | +4.9% | -12.7% | -10.4% |
| 6M | -1.0% | +5.4% | -6.3% | -4.3% |
| YTD | +13.9% | -10.2% | +24.1% | +19.3% |
| 1Y | +15.4% | -13.4% | +28.8% | +23.4% |
| 3Y | +70.2% | -0.7% | +70.9% | +58.3% |
| 5Y | +23.7% | -2.1% | +25.8% | +10.8% |
| All | +23.7% | -0.1% | +23.8% | +10.8% |
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