-18.5%
OTIS vs IBN
+52.7%
-71.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -5.0% | -5.5% | +0.4% | -3.5% |
| 30D | -6.5% | -3.4% | -3.1% | -5.6% |
| 3M | -2.0% | +8.7% | -10.6% | -4.3% |
| 6M | -20.2% | +3.7% | -23.9% | -21.2% |
| YTD | -21.0% | -2.4% | -18.6% | -20.7% |
| 1Y | -20.9% | -8.1% | -12.8% | -19.5% |
| 3Y | -13.3% | +26.3% | -39.7% | -21.1% |
| 5Y | -18.5% | +54.9% | -73.5% | -32.3% |
| All | -18.5% | +52.7% | -71.3% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling