-12.1%
OTIS vs IWF
+76.9%
-89.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | -3.0% | -0.9% | -2.0% | -2.7% |
| 30D | -6.0% | -1.7% | -4.3% | -5.6% |
| 3M | -0.9% | +0.7% | -1.5% | -1.2% |
| 6M | -17.3% | +8.6% | -25.9% | -19.6% |
| YTD | -19.6% | +3.5% | -23.1% | -20.7% |
| 1Y | -21.0% | +7.0% | -28.1% | -23.1% |
| 3Y | -12.1% | +76.3% | -88.4% | -33.8% |
| All | -12.1% | +76.9% | -89.0% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling