+69.1%
OTIS vs IVZ
+349.9%
-280.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | -3.0% | -2.4% | -0.6% | -2.4% |
| 30D | -6.0% | +3.0% | -9.0% | -6.7% |
| 3M | -0.9% | +14.9% | -15.7% | -4.5% |
| 6M | -17.3% | +36.7% | -54.1% | -24.0% |
| YTD | -19.6% | +25.7% | -45.2% | -24.7% |
| 1Y | -21.0% | +47.7% | -68.7% | -29.3% |
| 3Y | -12.1% | +138.8% | -150.9% | -32.5% |
| 5Y | -17.1% | +62.1% | -79.2% | -31.8% |
| All | +69.1% | +349.9% | -280.8% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling