+90.7%
OTIS vs IVZ
+306.1%
-215.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +0.5% |
| 7D | -1.3% | +7.6% | -8.9% | -3.0% |
| 30D | +12.8% | +4.3% | +8.5% | +11.4% |
| 3M | +7.4% | -9.3% | +16.7% | +9.4% |
| 6M | +7.7% | +5.2% | +2.5% | +5.4% |
| YTD | -9.3% | +13.4% | -22.7% | -13.4% |
| 1Y | -12.1% | +25.4% | -37.5% | -18.3% |
| 3Y | +0.6% | +152.5% | -151.9% | -24.3% |
| 5Y | -1.1% | +36.7% | -37.8% | -15.5% |
| All | +90.7% | +306.1% | -215.4% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling