+69.6%
OTIS vs IQV
+189.3%
-119.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.2% | -2.6% | +0.4% | -1.5% |
| 30D | -4.3% | +6.2% | -10.5% | -5.8% |
| 3M | -2.2% | +38.0% | -40.2% | -10.6% |
| 6M | -19.9% | +43.9% | -63.8% | -28.1% |
| YTD | -19.3% | +14.0% | -33.3% | -23.3% |
| 1Y | -19.6% | +35.5% | -55.1% | -27.7% |
| 3Y | -11.5% | +20.3% | -31.9% | -20.0% |
| 5Y | -16.8% | -1.6% | -15.1% | -20.9% |
| All | +69.6% | +189.3% | -119.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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