-23.6%
OTIS vs IRE
-84.0%
+60.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.7% | -1.2% |
| 7D | -2.2% | +29.0% | -31.2% | -1.9% |
| 30D | -4.3% | +24.2% | -28.5% | -4.0% |
| 3M | -2.2% | -53.2% | +51.0% | -1.8% |
| 6M | -19.9% | -36.0% | +16.1% | -19.4% |
| YTD | -19.3% | -51.0% | +31.7% | -18.8% |
| All | -23.6% | -84.0% | +60.4% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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