-10.1%
OTIS vs IWF
-1.6%
-8.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.9% |
| 7D | +9.5% | -4.2% | +13.7% | +9.1% |
| 30D | +21.1% | -8.1% | +29.3% | +20.6% |
| 3M | +9.0% | -5.1% | +14.1% | +8.6% |
| 6M | +6.4% | -1.4% | +7.9% | +5.7% |
| YTD | -7.1% | -0.1% | -7.0% | -10.1% |
| 1Y | -10.1% | -1.3% | -8.9% | -12.9% |
| All | -10.1% | -1.6% | -8.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling