+23.6%
OWL vs IAG
+393.4%
-369.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +1.5% | -7.7% | +9.2% | +2.6% |
| 30D | +13.4% | +1.6% | +11.9% | +12.9% |
| 3M | -21.2% | -2.4% | -18.8% | -21.3% |
| 6M | +4.0% | -7.8% | +11.8% | +4.1% |
| YTD | -29.0% | +5.0% | -34.0% | -31.2% |
| 1Y | -28.4% | +25.7% | -54.1% | -32.4% |
| 3Y | -14.5% | +694.5% | -709.0% | -40.3% |
| 5Y | -21.5% | +421.7% | -443.1% | -47.3% |
| All | +23.6% | +393.4% | -369.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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