-16.1%
IP vs OTIS
-15.5%
-0.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -5.3% | -0.7% | -4.5% | -4.9% |
| 30D | -10.9% | -2.0% | -8.9% | -10.0% |
| 3M | +11.2% | +2.6% | +8.6% | +9.9% |
| 6M | -10.2% | -20.9% | +10.7% | -0.1% |
| YTD | -2.0% | -17.1% | +15.1% | +6.8% |
| 1Y | -19.1% | -15.9% | -3.2% | -12.4% |
| 3Y | +20.9% | -12.7% | +33.6% | +23.4% |
| All | -16.1% | -15.5% | -0.6% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling