+45.7%
OWL vs IBB
+40.5%
+5.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.1% |
| 7D | -2.2% | +1.4% | -3.7% | -3.3% |
| 30D | +3.7% | +10.5% | -6.8% | -4.4% |
| 3M | +17.5% | +23.6% | -6.1% | -1.0% |
| 6M | +18.5% | +22.6% | -4.1% | +0.4% |
| YTD | -16.3% | +25.7% | -42.0% | -30.8% |
| 1Y | -29.7% | +51.4% | -81.1% | -50.3% |
| 3Y | +14.2% | +64.4% | -50.2% | -25.7% |
| 5Y | +2.5% | +22.1% | -19.7% | -26.9% |
| All | +45.7% | +40.5% | +5.2% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling