+74.2%
OTIS vs IRM
+502.2%
-427.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -0.7% | -0.5% | -0.3% | -0.6% |
| 30D | -2.0% | -8.1% | +6.1% | 0.0% |
| 3M | +2.6% | -9.7% | +12.2% | +4.9% |
| 6M | -20.9% | +10.0% | -30.9% | -23.8% |
| YTD | -17.1% | +43.0% | -60.1% | -26.2% |
| 1Y | -15.9% | +32.7% | -48.6% | -24.0% |
| 3Y | -12.7% | +102.7% | -115.5% | -33.8% |
| 5Y | -15.7% | +187.6% | -203.3% | -43.8% |
| All | +74.2% | +502.2% | -427.9% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling