-20.7%
IBIT vs OWL
-28.0%
+7.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.0% |
| 7D | -1.8% | +10.1% | -11.9% | -4.7% |
| 30D | -6.7% | +18.7% | -25.4% | -11.9% |
| 3M | +24.6% | -6.2% | +30.8% | +26.7% |
| 6M | -0.2% | +9.8% | -9.9% | -4.8% |
| YTD | -8.7% | -24.2% | +15.5% | +3.9% |
| 1Y | -20.7% | -26.6% | +5.9% | -9.2% |
| All | -20.7% | -28.0% | +7.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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