-20.9%
OTIS vs IRM
+20.9%
-41.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.9% |
| 7D | -5.0% | -1.8% | -3.2% | -4.9% |
| 30D | -6.5% | -7.8% | +1.3% | -6.2% |
| 3M | -2.0% | -7.9% | +5.9% | -1.7% |
| 6M | -20.2% | +6.3% | -26.5% | -21.1% |
| YTD | -21.0% | +38.2% | -59.1% | -22.5% |
| 1Y | -20.9% | +19.8% | -40.7% | -22.5% |
| All | -20.9% | +20.9% | -41.8% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling