+90.7%
OTIS vs IOVA
-64.8%
+155.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +1.0% |
| 7D | -1.3% | -3.5% | +2.2% | -1.2% |
| 30D | +12.8% | -45.4% | +58.2% | +14.2% |
| 3M | +7.4% | +19.0% | -11.6% | +5.8% |
| 6M | +7.7% | +112.0% | -104.3% | +3.6% |
| YTD | -9.3% | +184.2% | -193.5% | -14.1% |
| 1Y | -12.1% | +222.0% | -234.1% | -17.3% |
| 3Y | +0.6% | +92.6% | -91.9% | -7.6% |
| 5Y | -1.1% | -63.2% | +62.1% | -5.8% |
| All | +90.7% | -64.8% | +155.6% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling