+0.6%
OTIS vs IBN
+57.3%
-56.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.0% |
| 7D | -1.3% | +1.9% | -3.1% | -1.7% |
| 30D | +12.8% | +22.1% | -9.3% | +7.5% |
| 3M | +7.4% | +17.1% | -9.7% | +3.2% |
| 6M | +7.7% | +35.5% | -27.8% | +0.3% |
| YTD | -9.3% | +16.8% | -26.1% | -13.2% |
| 1Y | -12.1% | +12.4% | -24.5% | -15.5% |
| 3Y | +0.6% | +58.0% | -57.4% | -8.2% |
| All | +0.6% | +57.3% | -56.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling