-18.5%
OTIS vs IWF
+71.2%
-89.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -5.0% | -1.7% | -3.3% | -4.3% |
| 30D | -6.5% | -1.8% | -4.6% | -5.7% |
| 3M | -2.0% | +1.5% | -3.4% | -3.0% |
| 6M | -20.2% | +7.7% | -27.9% | -23.5% |
| YTD | -21.0% | +2.7% | -23.7% | -22.6% |
| 1Y | -20.9% | +6.8% | -27.6% | -24.2% |
| 3Y | -13.3% | +76.9% | -90.2% | -39.7% |
| 5Y | -18.5% | +73.4% | -91.9% | -44.4% |
| All | -18.5% | +71.2% | -89.7% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling