+86.9%
IYR vs OTIS
+91.3%
-4.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | -1.4% | -3.0% | +1.6% | -0.1% |
| 30D | -2.7% | -6.0% | +3.4% | -0.1% |
| 3M | -2.1% | -0.9% | -1.3% | -2.0% |
| 6M | +3.6% | -17.3% | +20.9% | +12.0% |
| YTD | +8.1% | -19.6% | +27.7% | +18.0% |
| 1Y | +4.7% | -21.0% | +25.7% | +15.0% |
| 3Y | +29.1% | -12.1% | +41.2% | +32.3% |
| 5Y | +6.9% | -17.1% | +24.0% | +10.2% |
| All | +86.9% | +91.3% | -4.4% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling