+79.0%
ICE vs OWL
+17.3%
+61.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.6% | +1.5% | +2.1% | +3.3% |
| 30D | +15.1% | +13.4% | +1.6% | +12.6% |
| 3M | +15.4% | -21.2% | +36.6% | +19.7% |
| 6M | +16.1% | +4.0% | +12.1% | +14.6% |
| YTD | +11.4% | -29.0% | +40.4% | +16.6% |
| 1Y | +18.5% | -28.4% | +46.9% | +23.7% |
| 3Y | +70.5% | -14.5% | +85.1% | +67.6% |
| 5Y | +40.9% | -21.5% | +62.4% | +32.1% |
| All | +79.0% | +17.3% | +61.7% | +64.4% |
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