-28.2%
OWL vs IBB
+37.5%
-65.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -2.1% |
| 7D | -4.9% | -1.8% | -3.1% | -3.5% |
| 30D | +7.8% | +5.1% | +2.7% | +3.4% |
| 3M | -12.7% | +10.7% | -23.4% | -20.4% |
| 6M | -2.8% | +22.9% | -25.7% | -19.4% |
| YTD | -30.1% | +26.7% | -56.8% | -43.9% |
| 1Y | -29.1% | +35.1% | -64.2% | -46.4% |
| 3Y | -12.3% | +80.2% | -92.5% | -51.2% |
| All | -28.2% | +37.5% | -65.6% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling