+57.3%
ICE vs OWL
+24.2%
+33.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -2.4% | -10.1% | +7.7% | -0.7% |
| 30D | +4.0% | -11.9% | +15.9% | +6.2% |
| 3M | +13.7% | +10.7% | +2.9% | +11.4% |
| 6M | +0.9% | +22.1% | -21.2% | -3.2% |
| YTD | -2.1% | -24.8% | +22.7% | +1.7% |
| 1Y | -9.5% | -39.2% | +29.7% | -3.0% |
| 3Y | +42.1% | +1.7% | +40.3% | +35.5% |
| 5Y | +41.4% | -15.5% | +56.9% | +31.6% |
| All | +57.3% | +24.2% | +33.1% | +43.4% |
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 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