+53.0%
IJR vs OWL
+0.9%
+52.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -2.2% | -10.1% | +8.0% | +0.7% |
| 30D | -4.6% | -11.9% | +7.3% | -1.4% |
| 3M | +0.2% | +10.7% | -10.5% | -3.4% |
| 6M | +14.7% | +22.1% | -7.4% | +6.3% |
| YTD | +18.9% | -24.8% | +43.7% | +28.2% |
| 1Y | +19.9% | -39.2% | +59.1% | +38.2% |
| 3Y | +53.0% | +1.7% | +51.3% | +45.0% |
| All | +53.0% | +0.9% | +52.1% | +45.0% |
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