-9.5%
ICE vs OTIS
-19.7%
+10.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.6% |
| 7D | -2.4% | -3.0% | +0.6% | -1.7% |
| 30D | +4.0% | -6.0% | +10.0% | +5.4% |
| 3M | +13.7% | -0.9% | +14.5% | +13.7% |
| 6M | +0.9% | -17.3% | +18.3% | +4.2% |
| YTD | -2.1% | -19.6% | +17.4% | +1.6% |
| 1Y | -9.5% | -21.0% | +11.5% | -6.0% |
| All | -9.5% | -19.7% | +10.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling