-12.1%
OTIS vs IVZ
+134.7%
-146.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | -3.0% | -2.4% | -0.6% | -2.6% |
| 30D | -6.0% | +3.0% | -9.0% | -6.5% |
| 3M | -0.9% | +14.9% | -15.7% | -3.5% |
| 6M | -17.3% | +36.7% | -54.1% | -22.3% |
| YTD | -19.6% | +25.7% | -45.2% | -23.4% |
| 1Y | -21.0% | +47.7% | -68.7% | -27.3% |
| 3Y | -12.1% | +138.8% | -150.9% | -30.4% |
| All | -12.1% | +134.7% | -146.8% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling