+90.7%
OTIS vs IWD
+227.4%
-136.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.3% | +2.3% | -3.6% | -3.1% |
| 30D | +12.8% | +3.6% | +9.2% | +9.5% |
| 3M | +7.4% | +2.2% | +5.2% | +5.5% |
| 6M | +7.7% | +13.0% | -5.2% | -2.7% |
| YTD | -9.3% | +26.5% | -35.8% | -25.4% |
| 1Y | -12.1% | +30.1% | -42.2% | -29.5% |
| 3Y | +0.6% | +84.9% | -84.2% | -40.1% |
| 5Y | -1.1% | +73.4% | -74.4% | -37.9% |
| All | +90.7% | +227.4% | -136.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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