+66.3%
IBIT vs OWL
-15.0%
+81.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +1.0% |
| 7D | +1.1% | -6.4% | +7.5% | +3.7% |
| 30D | +22.2% | -5.0% | +27.2% | +24.1% |
| 3M | +26.0% | +15.4% | +10.6% | +18.2% |
| 6M | +13.2% | +15.5% | -2.3% | +4.9% |
| YTD | -10.8% | -22.7% | +11.9% | -2.6% |
| 1Y | -29.9% | -34.1% | +4.1% | -19.4% |
| All | +66.3% | -15.0% | +81.3% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling