+69.1%
OTIS vs IRM
+493.5%
-424.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.2% |
| 7D | -3.0% | -1.4% | -1.5% | -2.6% |
| 30D | -6.0% | -7.4% | +1.4% | -4.2% |
| 3M | -0.9% | -7.4% | +6.5% | +0.7% |
| 6M | -17.3% | +8.7% | -26.0% | -20.0% |
| YTD | -19.6% | +40.9% | -60.5% | -28.1% |
| 1Y | -21.0% | +20.5% | -41.5% | -26.5% |
| 3Y | -12.1% | +101.7% | -113.8% | -33.2% |
| 5Y | -17.1% | +197.7% | -214.7% | -45.3% |
| All | +69.1% | +493.5% | -424.4% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling