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  • OWL vs IFF✓SelectedUSD · IFFOWL vs IFF performance historyLatest closeAs of+1.25%09/11
Stock and ETF performance explorer

OWL vs IFF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+30.9%
IFF return
-13.5%
Excess return
+44.4%
Maximum drawdown
-67.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioIFFExcessAlpha
1D+1.2%-0.5%+1.8%+1.4%
7D-10.1%-3.2%-7.0%-9.1%
30D-11.9%-0.3%-11.6%-11.8%
3M+10.7%+8.4%+2.3%+7.4%
6M+22.1%+23.0%-0.9%+12.2%
YTD-24.8%+25.5%-50.3%-31.7%
1Y-39.2%+29.1%-68.3%-45.6%
3Y+1.7%+31.7%-29.9%-13.1%
5Y-15.5%-35.2%+19.7%-10.7%
All+30.9%-13.5%+44.4%+41.1%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling