-16.5%
OTIS vs IFF
-35.8%
+19.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -3.0% | -3.2% | +0.2% | -2.1% |
| 30D | -6.0% | -0.3% | -5.7% | -6.0% |
| 3M | -0.9% | +8.4% | -9.3% | -3.4% |
| 6M | -17.3% | +23.0% | -40.4% | -22.8% |
| YTD | -19.6% | +25.5% | -45.0% | -25.5% |
| 1Y | -21.0% | +29.1% | -50.1% | -27.6% |
| 3Y | -12.1% | +31.7% | -43.7% | -21.8% |
| All | -16.5% | -35.8% | +19.3% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling