+2.3%
IP vs OTIS
-9.8%
+12.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | -1.0% |
| 7D | +3.4% | +9.5% | -6.1% | -2.5% |
| 30D | +11.2% | +21.1% | -9.9% | -2.2% |
| 3M | -14.8% | +9.0% | -23.8% | -19.3% |
| 6M | +17.3% | +6.4% | +10.9% | +12.4% |
| YTD | -6.2% | -7.1% | +0.9% | 0.0% |
| 1Y | +2.3% | -10.1% | +12.5% | +14.6% |
| All | +2.3% | -9.8% | +12.1% | +14.6% |
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