+74.6%
IJR vs OWL
+27.7%
+46.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.2% |
| 7D | -1.1% | -6.4% | +5.3% | +0.6% |
| 30D | -3.6% | -5.0% | +1.4% | -2.5% |
| 3M | +2.3% | +15.4% | -13.1% | -2.3% |
| 6M | +14.3% | +15.5% | -1.1% | +8.2% |
| YTD | +19.3% | -22.7% | +42.0% | +26.0% |
| 1Y | +22.6% | -34.1% | +56.7% | +34.7% |
| 3Y | +53.5% | +5.1% | +48.5% | +46.0% |
| 5Y | +39.9% | -11.5% | +51.4% | +30.0% |
| All | +74.6% | +27.7% | +46.8% | +60.1% |
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