+34.6%
OWL vs IBB
+36.2%
-1.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.5% |
| 7D | -6.4% | -3.9% | -2.5% | -3.5% |
| 30D | -5.0% | +2.7% | -7.7% | -7.3% |
| 3M | +15.4% | +21.4% | -5.9% | -1.4% |
| 6M | +15.5% | +20.1% | -4.6% | -0.5% |
| YTD | -22.7% | +21.9% | -44.5% | -34.5% |
| 1Y | -34.1% | +44.1% | -78.2% | -51.5% |
| 3Y | +5.1% | +63.4% | -58.3% | -31.4% |
| 5Y | -11.5% | +19.8% | -31.2% | -35.5% |
| All | +34.6% | +36.2% | -1.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IBB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling