+0.6%
OTIS vs IOVA
+99.0%
-98.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +1.0% |
| 7D | -1.3% | -3.5% | +2.2% | -1.3% |
| 30D | +12.8% | -45.4% | +58.2% | +13.4% |
| 3M | +7.4% | +19.0% | -11.6% | +6.2% |
| 6M | +7.7% | +112.0% | -104.3% | +5.1% |
| YTD | -9.3% | +184.2% | -193.5% | -12.2% |
| 1Y | -12.1% | +222.0% | -234.1% | -15.2% |
| 3Y | +0.6% | +92.6% | -91.9% | -6.2% |
| All | +0.6% | +99.0% | -98.3% | -6.2% |
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