+61.2%
ICE vs OWL
+38.2%
+23.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | -0.7% | -2.2% | +1.6% | -0.3% |
| 30D | +7.6% | +3.7% | +3.9% | +6.9% |
| 3M | +13.9% | +17.5% | -3.6% | +10.5% |
| 6M | -2.4% | +18.5% | -20.9% | -5.9% |
| YTD | +0.3% | -16.3% | +16.6% | +2.3% |
| 1Y | -6.4% | -29.7% | +23.3% | -2.1% |
| 3Y | +43.1% | +14.2% | +28.9% | +33.9% |
| 5Y | +42.1% | +2.5% | +39.6% | +30.0% |
| All | +61.2% | +38.2% | +23.0% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling