+69.1%
OTIS vs IOVA
-61.0%
+130.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +1.6% |
| 7D | -3.0% | -2.2% | -0.8% | -2.9% |
| 30D | -6.0% | +27.6% | -33.6% | -6.8% |
| 3M | -0.9% | +117.2% | -118.0% | -3.8% |
| 6M | -17.3% | +77.7% | -95.0% | -19.5% |
| YTD | -19.6% | +215.0% | -234.6% | -23.5% |
| 1Y | -21.0% | +255.4% | -276.4% | -25.5% |
| 3Y | -12.1% | +42.6% | -54.7% | -17.6% |
| 5Y | -17.1% | -62.2% | +45.2% | -20.5% |
| All | +69.1% | -61.0% | +130.1% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling