-16.8%
OTIS vs IOVA
-64.1%
+47.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.0% |
| 7D | -2.2% | -2.2% | 0.0% | -2.1% |
| 30D | -4.3% | +31.7% | -36.0% | -5.2% |
| 3M | -2.2% | +117.3% | -119.4% | -5.1% |
| 6M | -19.9% | +55.8% | -75.7% | -21.7% |
| YTD | -19.3% | +208.8% | -228.1% | -23.2% |
| 1Y | -19.6% | +255.7% | -275.3% | -24.1% |
| 3Y | -11.5% | +41.7% | -53.2% | -17.4% |
| 5Y | -16.8% | -64.9% | +48.1% | -21.9% |
| All | -16.8% | -64.1% | +47.4% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling