+119.5%
IVV vs OWL
+15.5%
+104.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.7% | -4.9% | +2.2% | -1.7% |
| 30D | -5.4% | +7.8% | -13.2% | -7.1% |
| 3M | -4.1% | -12.7% | +8.6% | -1.7% |
| 6M | +0.7% | -2.8% | +3.5% | +0.4% |
| YTD | +8.7% | -30.1% | +38.8% | +15.7% |
| 1Y | +11.0% | -29.1% | +40.1% | +17.5% |
| 3Y | +75.4% | -12.3% | +87.7% | +73.5% |
| 5Y | +68.3% | -27.5% | +95.9% | +60.2% |
| All | +119.5% | +15.5% | +104.0% | +103.7% |
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