+62.2%
IP vs OTIS
+118.6%
-56.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -5.1% | +4.2% | -9.3% | -7.0% |
| 30D | +8.5% | +20.1% | -11.6% | -0.7% |
| 3M | -13.8% | +7.6% | -21.4% | -17.0% |
| 6M | +5.7% | +4.2% | +1.6% | +3.4% |
| YTD | -9.1% | -8.1% | -1.0% | -5.7% |
| 1Y | -0.8% | -11.5% | +10.7% | +4.7% |
| 3Y | +14.8% | +3.8% | +11.0% | +8.6% |
| 5Y | -11.5% | +5.0% | -16.5% | -18.0% |
| All | +62.2% | +118.6% | -56.3% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling