+91.2%
OTIS vs IWD
+226.6%
-135.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.7% | +1.6% | +0.1% | +0.3% |
| 30D | +18.5% | +3.6% | +14.9% | +15.0% |
| 3M | +7.9% | +2.0% | +5.8% | +6.0% |
| 6M | +5.7% | +13.1% | -7.4% | -4.6% |
| YTD | -9.1% | +26.2% | -35.2% | -25.1% |
| 1Y | -11.6% | +29.6% | -41.1% | -28.8% |
| 3Y | +0.6% | +84.3% | -83.8% | -40.0% |
| 5Y | +1.8% | +73.4% | -71.6% | -36.0% |
| All | +91.2% | +226.6% | -135.4% | -20.3% |
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