+71.4%
OTIS vs IWF
+272.7%
-201.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -0.8% | +1.5% | -2.3% | -1.4% |
| 30D | -4.7% | -1.3% | -3.5% | -4.2% |
| 3M | +1.2% | +0.1% | +1.1% | +0.8% |
| 6M | -20.5% | +10.3% | -30.8% | -24.6% |
| YTD | -18.4% | +4.2% | -22.6% | -20.6% |
| 1Y | -18.1% | +9.3% | -27.4% | -22.4% |
| 3Y | -10.6% | +79.3% | -89.9% | -36.5% |
| 5Y | -16.1% | +73.8% | -89.9% | -40.8% |
| All | +71.4% | +272.7% | -201.3% | -16.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling