+44.7%
IBKR vs OWL
-29.1%
+73.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -3.3% | -2.2% | -1.0% | -2.4% |
| 30D | +4.5% | +3.7% | +0.8% | +3.0% |
| 3M | +6.5% | +17.5% | -11.0% | +0.2% |
| 6M | +34.2% | +18.5% | +15.7% | +25.2% |
| YTD | +44.5% | -16.3% | +60.8% | +54.1% |
| 1Y | +44.7% | -29.7% | +74.4% | +61.4% |
| All | +44.7% | -29.1% | +73.8% | +61.4% |
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