+29.3%
OWL vs IFF
-13.0%
+42.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -11.9% | -2.8% | -9.1% | -11.0% |
| 30D | -13.7% | -1.1% | -12.6% | -13.4% |
| 3M | +12.3% | +13.8% | -1.6% | +7.1% |
| 6M | +15.0% | +16.7% | -1.7% | +7.7% |
| YTD | -25.7% | +26.1% | -51.9% | -32.7% |
| 1Y | -39.5% | +33.5% | -73.0% | -46.5% |
| 3Y | +0.9% | +31.6% | -30.7% | -13.8% |
| 5Y | -16.5% | -34.9% | +18.3% | -11.9% |
| All | +29.3% | -13.0% | +42.3% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling