-16.1%
OTIS vs IBB
+20.0%
-36.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.7% |
| 7D | -0.8% | -1.7% | +0.9% | -0.1% |
| 30D | -4.7% | +4.9% | -9.6% | -6.8% |
| 3M | +1.2% | +24.2% | -23.0% | -7.8% |
| 6M | -20.5% | +23.8% | -44.4% | -27.7% |
| YTD | -18.4% | +23.0% | -41.4% | -25.8% |
| 1Y | -18.1% | +46.2% | -64.2% | -31.2% |
| 3Y | -10.6% | +64.8% | -75.4% | -30.0% |
| 5Y | -16.1% | +20.9% | -37.0% | -32.1% |
| All | -16.1% | +20.0% | -36.1% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling