+0.6%
OTIS vs IRM
+112.1%
-111.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | -1.3% | +6.8% | -8.1% | -2.2% |
| 30D | +12.8% | +2.6% | +10.2% | +12.1% |
| 3M | +7.4% | -9.5% | +16.8% | +8.7% |
| 6M | +7.7% | -8.5% | +16.2% | +8.6% |
| YTD | -9.3% | +40.3% | -49.5% | -15.8% |
| 1Y | -12.1% | +28.7% | -40.8% | -17.2% |
| 3Y | +0.6% | +111.8% | -111.2% | -26.7% |
| All | +0.6% | +112.1% | -111.4% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling