-10.1%
OTIS vs IOVA
+362.8%
-372.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.3% | +3.8% |
| 7D | +9.5% | -41.3% | +50.8% | +9.2% |
| 30D | +21.1% | -38.5% | +59.6% | +20.7% |
| 3M | +9.0% | +99.5% | -90.5% | +7.7% |
| 6M | +6.4% | +126.0% | -119.5% | +5.0% |
| YTD | -7.1% | +218.7% | -225.8% | -7.1% |
| 1Y | -10.1% | +378.0% | -388.2% | -10.3% |
| All | -10.1% | +362.8% | -372.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling