+7.1%
IYR vs OWL
-12.0%
+19.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.5% |
| 7D | -0.9% | -6.4% | +5.5% | +0.4% |
| 30D | -2.4% | -5.0% | +2.6% | -1.5% |
| 3M | -2.0% | +15.4% | -17.4% | -5.4% |
| 6M | +2.5% | +15.5% | -13.0% | -1.8% |
| YTD | +8.3% | -22.7% | +31.0% | +13.0% |
| 1Y | +6.5% | -34.1% | +40.5% | +14.6% |
| 3Y | +29.3% | +5.1% | +24.3% | +15.9% |
| All | +7.1% | -12.0% | +19.1% | -5.4% |
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