+91.2%
OTIS vs IBB
+125.9%
-34.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | +18.5% | +5.2% | +13.3% | +16.1% |
| 3M | +7.9% | +8.6% | -0.7% | +4.2% |
| 6M | +5.7% | +27.8% | -22.1% | -4.1% |
| YTD | -9.1% | +28.8% | -37.9% | -18.0% |
| 1Y | -11.6% | +36.4% | -48.0% | -22.1% |
| 3Y | +0.6% | +89.3% | -88.8% | -23.0% |
| 5Y | +1.8% | +43.3% | -41.4% | -15.9% |
| All | +91.2% | +125.9% | -34.7% | +27.5% |
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