-18.5%
OTIS vs IRM
+186.9%
-205.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -5.0% | -1.8% | -3.2% | -4.6% |
| 30D | -6.5% | -7.8% | +1.3% | -4.7% |
| 3M | -2.0% | -7.9% | +5.9% | -0.4% |
| 6M | -20.2% | +6.3% | -26.5% | -22.3% |
| YTD | -21.0% | +38.2% | -59.1% | -28.9% |
| 1Y | -20.9% | +19.8% | -40.7% | -26.2% |
| 3Y | -13.3% | +98.8% | -112.1% | -35.7% |
| 5Y | -18.5% | +191.8% | -210.3% | -49.0% |
| All | -18.5% | +186.9% | -205.4% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling