+74.2%
OTIS vs IWF
+273.9%
-199.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.7% | +0.5% | -1.3% | -1.0% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | +2.6% | -2.6% | +5.2% | +3.4% |
| 6M | -20.9% | +9.1% | -30.1% | -24.6% |
| YTD | -17.1% | +4.5% | -21.6% | -19.4% |
| 1Y | -15.9% | +10.1% | -26.0% | -20.6% |
| 3Y | -12.7% | +77.6% | -90.4% | -37.7% |
| 5Y | -15.7% | +73.7% | -89.5% | -40.5% |
| All | +74.2% | +273.9% | -199.7% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling