-12.1%
OTIS vs IFF
+29.0%
-41.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -3.0% | -3.2% | +0.2% | -2.3% |
| 30D | -6.0% | -0.3% | -5.7% | -6.0% |
| 3M | -0.9% | +8.4% | -9.3% | -3.0% |
| 6M | -17.3% | +23.0% | -40.4% | -22.1% |
| YTD | -19.6% | +25.5% | -45.0% | -24.6% |
| 1Y | -21.0% | +29.1% | -50.1% | -26.6% |
| 3Y | -12.1% | +31.7% | -43.7% | -20.2% |
| All | -12.1% | +29.0% | -41.1% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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