+71.4%
OTIS vs IVZ
+350.7%
-279.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | -4.7% | +3.1% | -7.8% | -5.5% |
| 3M | +1.2% | +18.2% | -16.9% | -3.2% |
| 6M | -20.5% | +38.6% | -59.1% | -27.1% |
| YTD | -18.4% | +25.9% | -44.4% | -23.7% |
| 1Y | -18.1% | +51.7% | -69.8% | -27.1% |
| 3Y | -10.6% | +138.7% | -149.2% | -31.3% |
| 5Y | -16.1% | +62.8% | -78.9% | -31.0% |
| All | +71.4% | +350.7% | -279.3% | +7.7% |
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