+24.0%
IWM vs OWL
-34.7%
+58.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.7% |
| 7D | -1.1% | -6.4% | +5.2% | +0.1% |
| 30D | -3.1% | -5.0% | +1.9% | -2.4% |
| 3M | +2.2% | +15.4% | -13.2% | -1.1% |
| 6M | +15.1% | +15.5% | -0.4% | +11.0% |
| YTD | +18.6% | -22.7% | +41.2% | +25.4% |
| 1Y | +24.0% | -34.1% | +58.0% | +33.4% |
| All | +24.0% | -34.7% | +58.7% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling