-26.6%
OWL vs IFF
+44.8%
-71.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +3.9% |
| 7D | +10.1% | -3.3% | +13.4% | +10.7% |
| 30D | +18.7% | +5.3% | +13.4% | +17.4% |
| 3M | -6.2% | +8.9% | -15.1% | -7.8% |
| 6M | +9.8% | +26.3% | -16.6% | +5.6% |
| YTD | -24.2% | +32.2% | -56.3% | -28.6% |
| 1Y | -26.6% | +45.8% | -72.3% | -32.3% |
| All | -26.6% | +44.8% | -71.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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