-16.9%
OWL vs IFF
-35.8%
+18.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.4% |
| 7D | -10.1% | -3.2% | -7.0% | -9.0% |
| 30D | -11.9% | -0.3% | -11.6% | -11.8% |
| 3M | +10.7% | +8.4% | +2.3% | +7.0% |
| 6M | +22.1% | +23.0% | -0.9% | +10.9% |
| YTD | -24.8% | +25.5% | -50.3% | -32.6% |
| 1Y | -39.2% | +29.1% | -68.3% | -46.4% |
| 3Y | +1.7% | +31.7% | -29.9% | -16.0% |
| All | -16.9% | -35.8% | +18.9% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling