+29.3%
OWL vs IAG
+472.4%
-443.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.7% |
| 7D | -11.9% | -4.1% | -7.8% | -11.4% |
| 30D | -13.7% | +10.6% | -24.3% | -15.0% |
| 3M | +12.3% | +35.4% | -23.1% | +7.5% |
| 6M | +15.0% | -9.5% | +24.6% | +15.1% |
| YTD | -25.7% | +21.8% | -47.6% | -29.2% |
| 1Y | -39.5% | +84.1% | -123.6% | -45.9% |
| 3Y | +0.9% | +817.4% | -816.4% | -30.7% |
| 5Y | -16.5% | +830.1% | -846.6% | -46.7% |
| All | +29.3% | +472.4% | -443.1% | -14.8% |
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