-15.9%
OTIS vs IVZ
+56.4%
-72.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -0.7% | +0.6% | -1.4% | -0.8% |
| 30D | -2.0% | +4.0% | -6.0% | -2.4% |
| 3M | +2.6% | +18.2% | -15.6% | +0.5% |
| 6M | -20.9% | +32.8% | -53.8% | -24.2% |
| YTD | -17.1% | +28.7% | -45.9% | -20.3% |
| 1Y | -15.9% | +55.4% | -71.3% | -23.2% |
| All | -15.9% | +56.4% | -72.3% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling