-12.3%
OWL vs IBB
+78.6%
-90.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.8% |
| 7D | -4.9% | -1.8% | -3.1% | -3.8% |
| 30D | +7.8% | +5.1% | +2.7% | +4.5% |
| 3M | -12.7% | +10.7% | -23.4% | -18.6% |
| 6M | -2.8% | +22.9% | -25.7% | -15.8% |
| YTD | -30.1% | +26.7% | -56.8% | -40.8% |
| 1Y | -29.1% | +35.1% | -64.2% | -42.8% |
| 3Y | -12.3% | +80.2% | -92.5% | -40.9% |
| All | -12.3% | +78.6% | -90.9% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling