+61.6%
IEMG vs OWL
+27.7%
+33.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | 0.0% |
| 7D | +1.6% | -6.4% | +8.0% | +2.8% |
| 30D | +4.6% | -5.0% | +9.6% | +5.4% |
| 3M | +4.8% | +15.4% | -10.6% | +1.7% |
| 6M | +16.8% | +15.5% | +1.3% | +12.9% |
| YTD | +24.8% | -22.7% | +47.5% | +29.1% |
| 1Y | +34.3% | -34.1% | +68.4% | +42.3% |
| 3Y | +87.0% | +5.1% | +81.9% | +77.1% |
| 5Y | +49.9% | -11.5% | +61.4% | +39.0% |
| All | +61.6% | +27.7% | +33.9% | +47.6% |
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