+20.7%
IWM vs OWL
-27.9%
+48.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -2.0% | -4.9% | +2.9% | -0.3% |
| 30D | -1.5% | +7.8% | -9.2% | -4.3% |
| 3M | -8.0% | -12.7% | +4.7% | -4.4% |
| 6M | -4.1% | -2.8% | -1.3% | -4.8% |
| YTD | +11.9% | -30.1% | +42.0% | +24.1% |
| 1Y | +15.0% | -29.1% | +44.1% | +26.4% |
| 3Y | +64.2% | -12.3% | +76.5% | +57.7% |
| All | +20.7% | -27.9% | +48.6% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling