+293.0%
IBKR vs OWL
+0.9%
+292.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.6% |
| 7D | -1.3% | -10.1% | +8.8% | +3.3% |
| 30D | -0.2% | -11.9% | +11.7% | +5.2% |
| 3M | +3.0% | +10.7% | -7.8% | -2.7% |
| 6M | +33.9% | +22.1% | +11.7% | +19.3% |
| YTD | +42.5% | -24.8% | +67.3% | +59.8% |
| 1Y | +44.9% | -39.2% | +84.1% | +78.6% |
| 3Y | +293.0% | +1.7% | +291.3% | +355.3% |
| All | +293.0% | +0.9% | +292.1% | +355.3% |
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