+40.0%
ICE vs OWL
-15.5%
+55.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.5% | +0.4% |
| 7D | -5.3% | -11.9% | +6.6% | -2.9% |
| 30D | +3.0% | -13.7% | +16.7% | +6.0% |
| 3M | +11.4% | +12.3% | -0.8% | +8.4% |
| 6M | -2.0% | +15.0% | -17.1% | -5.8% |
| YTD | -3.1% | -25.7% | +22.6% | +1.8% |
| 1Y | -8.4% | -39.5% | +31.1% | 0.0% |
| 3Y | +40.7% | +0.9% | +39.8% | +30.0% |
| 5Y | +40.0% | -16.5% | +56.5% | +28.2% |
| All | +40.0% | -15.5% | +55.5% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling