-39.2%
OWL vs IEF
-2.7%
-36.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.6% |
| 7D | -10.1% | -1.3% | -8.8% | -7.8% |
| 30D | -11.9% | -1.7% | -10.2% | -9.0% |
| 3M | +10.7% | -2.5% | +13.3% | +15.4% |
| 6M | +22.1% | -3.3% | +25.4% | +25.8% |
| YTD | -24.8% | -2.8% | -22.0% | -22.5% |
| 1Y | -39.2% | -2.7% | -36.5% | -35.5% |
| All | -39.2% | -2.7% | -36.5% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling