+4.3%
OTIS vs IWD
+68.9%
-64.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +4.2% | -0.5% | +4.7% | +4.7% |
| 30D | +20.1% | +2.7% | +17.4% | +17.2% |
| 3M | +7.6% | +0.9% | +6.7% | +6.7% |
| 6M | +4.2% | +10.5% | -6.4% | -5.1% |
| YTD | -8.1% | +23.7% | -31.8% | -24.6% |
| 1Y | -11.5% | +28.7% | -40.2% | -30.1% |
| 3Y | +3.8% | +79.7% | -75.9% | -41.6% |
| All | +4.3% | +68.9% | -64.6% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling