+69.1%
OTIS vs IAG
+825.1%
-756.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.7% |
| 7D | -3.0% | -1.1% | -1.9% | -2.9% |
| 30D | -6.0% | +12.1% | -18.1% | -6.6% |
| 3M | -0.9% | +25.5% | -26.4% | -2.2% |
| 6M | -17.3% | -7.1% | -10.2% | -17.4% |
| YTD | -19.6% | +22.9% | -42.4% | -21.0% |
| 1Y | -21.0% | +83.3% | -104.4% | -24.3% |
| 3Y | -12.1% | +808.5% | -820.6% | -23.5% |
| 5Y | -17.1% | +838.0% | -855.0% | -30.0% |
| All | +69.1% | +825.1% | -756.0% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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