-0.8%
IP vs OTIS
-11.5%
+10.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | -5.1% | +4.2% | -9.3% | -7.6% |
| 30D | +8.5% | +20.1% | -11.6% | -4.1% |
| 3M | -13.8% | +7.6% | -21.4% | -17.7% |
| 6M | +5.7% | +4.2% | +1.6% | +2.8% |
| YTD | -9.1% | -8.1% | -1.0% | -2.5% |
| 1Y | -0.8% | -11.5% | +10.7% | +13.3% |
| All | -0.8% | -11.5% | +10.7% | +13.3% |
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