+66.7%
IBIT vs OWL
-12.2%
+78.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.7% | -0.2% |
| 7D | +1.4% | -3.9% | +5.4% | +3.0% |
| 30D | +20.6% | -3.7% | +24.3% | +21.9% |
| 3M | +23.7% | +21.4% | +2.3% | +13.8% |
| 6M | +15.0% | +18.3% | -3.3% | +5.7% |
| YTD | -10.6% | -20.1% | +9.5% | -3.6% |
| 1Y | -30.3% | -32.8% | +2.5% | -20.3% |
| All | +66.7% | -12.2% | +78.9% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling