+208.6%
IWM vs OTIS
+97.1%
+111.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -1.3% | -2.0% | +0.7% | -0.4% |
| 3M | +1.6% | +2.6% | -1.0% | -0.1% |
| 6M | +13.6% | -20.9% | +34.5% | +26.5% |
| YTD | +20.8% | -17.1% | +37.9% | +31.0% |
| 1Y | +26.4% | -15.9% | +42.3% | +35.9% |
| 3Y | +60.7% | -12.7% | +73.4% | +65.6% |
| 5Y | +38.2% | -15.7% | +53.9% | +41.4% |
| All | +208.6% | +97.1% | +111.5% | +137.4% |
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