+52.9%
IGV vs OWL
+38.2%
+14.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.0% |
| 7D | -4.5% | -2.2% | -2.3% | -3.7% |
| 30D | +3.2% | +3.7% | -0.5% | +1.9% |
| 3M | +4.5% | +17.5% | -13.0% | -1.4% |
| 6M | +22.1% | +18.5% | +3.6% | +13.9% |
| YTD | -1.0% | -16.3% | +15.3% | +3.4% |
| 1Y | -2.1% | -29.7% | +27.6% | +7.7% |
| 3Y | +44.6% | +14.2% | +30.4% | +32.4% |
| 5Y | +22.2% | +2.5% | +19.7% | +9.5% |
| All | +52.9% | +38.2% | +14.7% | +31.7% |
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