+48.3%
IEMG vs OWL
-15.1%
+63.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | -1.3% | -10.1% | +8.8% | +0.9% |
| 30D | +1.9% | -11.9% | +13.8% | +4.5% |
| 3M | +1.4% | +10.7% | -9.3% | -1.3% |
| 6M | +15.2% | +22.1% | -7.0% | +9.3% |
| YTD | +23.8% | -24.8% | +48.6% | +29.8% |
| 1Y | +30.7% | -39.2% | +69.9% | +42.8% |
| 3Y | +83.3% | +1.7% | +81.5% | +69.5% |
| All | +48.3% | -15.1% | +63.4% | +35.3% |
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 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