+23.6%
OWL vs IBN
+149.6%
-126.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +1.5% | +1.9% | -0.3% | +0.7% |
| 30D | +13.4% | +22.1% | -8.7% | +2.4% |
| 3M | -21.2% | +17.1% | -38.3% | -27.4% |
| 6M | +4.0% | +35.5% | -31.5% | -10.8% |
| YTD | -29.0% | +16.8% | -45.8% | -34.6% |
| 1Y | -28.4% | +12.4% | -40.8% | -32.8% |
| 3Y | -14.5% | +58.0% | -72.6% | -33.9% |
| 5Y | -21.5% | +73.7% | -95.2% | -43.2% |
| All | +23.6% | +149.6% | -126.0% | -20.5% |
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