+69.1%
OTIS vs IWF
+270.5%
-201.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | -3.0% | -0.9% | -2.0% | -2.5% |
| 30D | -6.0% | -1.7% | -4.3% | -5.3% |
| 3M | -0.9% | +0.7% | -1.5% | -1.5% |
| 6M | -17.3% | +8.6% | -25.9% | -21.0% |
| YTD | -19.6% | +3.5% | -23.1% | -21.5% |
| 1Y | -21.0% | +7.0% | -28.1% | -24.4% |
| 3Y | -12.1% | +76.3% | -88.4% | -37.0% |
| 5Y | -17.1% | +74.8% | -91.8% | -41.6% |
| All | +69.1% | +270.5% | -201.4% | -17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling