+38.3%
IEMG vs OWL
-29.1%
+67.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.8% |
| 7D | +2.2% | -2.2% | +4.5% | +2.6% |
| 30D | +4.6% | +3.7% | +0.9% | +3.8% |
| 3M | +0.4% | +17.5% | -17.1% | -2.6% |
| 6M | +16.4% | +18.5% | -2.2% | +12.3% |
| YTD | +25.4% | -16.3% | +41.8% | +25.8% |
| 1Y | +38.3% | -29.7% | +68.0% | +39.1% |
| All | +38.3% | -29.1% | +67.4% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling