+28.5%
OWL vs IBB
+45.6%
-17.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.8% | +3.5% |
| 7D | -2.4% | +2.7% | -5.1% | -4.1% |
| 30D | +9.3% | +6.3% | +2.9% | +4.4% |
| 3M | -11.0% | +11.1% | -22.0% | -18.3% |
| 6M | +2.4% | +29.2% | -26.8% | -16.7% |
| YTD | -26.2% | +30.2% | -56.4% | -40.6% |
| 1Y | -27.4% | +39.5% | -66.9% | -44.9% |
| 3Y | -8.7% | +92.3% | -101.0% | -47.8% |
| 5Y | -19.3% | +43.0% | -62.3% | -46.0% |
| All | +28.5% | +45.6% | -17.0% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling