+45.7%
OWL vs IAG
+483.5%
-437.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | +3.7% | +28.9% | -25.2% | +0.1% |
| 3M | +17.5% | +19.1% | -1.6% | +14.3% |
| 6M | +18.5% | -10.3% | +28.8% | +18.7% |
| YTD | -16.3% | +24.2% | -40.5% | -20.4% |
| 1Y | -29.7% | +116.5% | -146.2% | -38.6% |
| 3Y | +14.2% | +742.8% | -728.6% | -20.7% |
| 5Y | +2.5% | +753.3% | -750.8% | -34.3% |
| All | +45.7% | +483.5% | -437.8% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling