+127.9%
IVV vs OWL
+32.0%
+96.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.4% |
| 7D | +0.5% | -3.9% | +4.4% | +1.4% |
| 30D | -1.0% | -3.7% | +2.7% | -0.4% |
| 3M | +3.9% | +21.4% | -17.5% | -0.9% |
| 6M | +14.5% | +18.3% | -3.8% | +9.1% |
| YTD | +12.9% | -20.1% | +33.0% | +17.1% |
| 1Y | +19.4% | -32.8% | +52.1% | +28.1% |
| 3Y | +78.8% | +8.6% | +70.2% | +68.9% |
| 5Y | +82.2% | -4.5% | +86.6% | +68.1% |
| All | +127.9% | +32.0% | +96.0% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling