+74.2%
OTIS vs IBB
+120.4%
-46.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -0.7% | +1.4% | -2.2% | -1.3% |
| 30D | -2.0% | +10.5% | -12.5% | -5.7% |
| 3M | +2.6% | +23.6% | -21.1% | -5.5% |
| 6M | -20.9% | +22.6% | -43.6% | -27.0% |
| YTD | -17.1% | +25.7% | -42.8% | -24.4% |
| 1Y | -15.9% | +51.4% | -67.3% | -28.8% |
| 3Y | -12.7% | +64.4% | -77.1% | -29.3% |
| 5Y | -15.7% | +22.1% | -37.9% | -27.1% |
| All | +74.2% | +120.4% | -46.2% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling