+29.3%
OWL vs IBN
+108.6%
-79.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -11.9% | -5.5% | -6.4% | -9.3% |
| 30D | -13.7% | -3.4% | -10.3% | -12.2% |
| 3M | +12.3% | +8.7% | +3.6% | +7.7% |
| 6M | +15.0% | +3.7% | +11.3% | +12.8% |
| YTD | -25.7% | -2.4% | -23.4% | -25.0% |
| 1Y | -39.5% | -8.1% | -31.4% | -37.2% |
| 3Y | +0.9% | +26.3% | -25.4% | -12.4% |
| 5Y | -16.5% | +54.9% | -71.5% | -34.8% |
| All | +29.3% | +108.6% | -79.3% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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