+38.8%
IGV vs OWL
-12.9%
+51.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.3% | +1.5% | +0.8% | +1.7% |
| 30D | -6.0% | +13.4% | -19.4% | -10.6% |
| 3M | -4.8% | -21.2% | +16.4% | +3.0% |
| 6M | +14.2% | +4.0% | +10.2% | +11.4% |
| YTD | -4.2% | -29.0% | +24.8% | +6.2% |
| 1Y | -5.3% | -28.4% | +23.2% | +4.4% |
| 3Y | +38.8% | -14.5% | +53.3% | +48.4% |
| All | +38.8% | -12.9% | +51.6% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling