+3.1%
OTIS vs IBB
+86.3%
-83.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.0% |
| 7D | +0.5% | +2.7% | -2.2% | -0.3% |
| 30D | +19.4% | +6.3% | +13.1% | +17.0% |
| 3M | +7.1% | +11.1% | -4.0% | +3.2% |
| 6M | +6.6% | +29.2% | -22.7% | -2.6% |
| YTD | -8.3% | +30.2% | -38.5% | -16.8% |
| 1Y | -11.6% | +39.5% | -51.1% | -21.9% |
| 3Y | +3.1% | +92.3% | -89.2% | -22.9% |
| All | +3.1% | +86.3% | -83.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling