-10.6%
OTIS vs IOVA
+50.0%
-60.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -0.8% | +5.1% | -5.8% | -0.9% |
| 30D | -4.7% | +37.2% | -42.0% | -5.4% |
| 3M | +1.2% | +117.5% | -116.3% | -0.6% |
| 6M | -20.5% | +69.6% | -90.1% | -21.8% |
| YTD | -18.4% | +218.7% | -237.1% | -20.8% |
| 1Y | -18.1% | +265.5% | -283.6% | -20.9% |
| 3Y | -10.6% | +46.2% | -56.8% | -16.6% |
| All | -10.6% | +50.0% | -60.6% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling