+74.2%
OTIS vs IWD
+219.2%
-144.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | -0.7% | -0.3% | -0.5% | -0.5% |
| 30D | -2.0% | +0.6% | -2.6% | -2.5% |
| 3M | +2.6% | +7.2% | -4.7% | -3.2% |
| 6M | -20.9% | +16.2% | -37.1% | -30.2% |
| YTD | -17.1% | +23.3% | -40.4% | -30.4% |
| 1Y | -15.9% | +29.6% | -45.5% | -32.3% |
| 3Y | -12.7% | +70.5% | -83.2% | -44.4% |
| 5Y | -15.7% | +73.5% | -89.2% | -46.9% |
| All | +74.2% | +219.2% | -144.9% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling