+30.9%
OWL vs IFF
-13.5%
+44.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 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