+30.9%
OWL vs IJH
+78.4%
-47.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.3% |
| 7D | -10.1% | -1.9% | -8.3% | -7.9% |
| 30D | -11.9% | -4.6% | -7.3% | -6.4% |
| 3M | +10.7% | -1.2% | +11.9% | +12.8% |
| 6M | +22.1% | +9.4% | +12.7% | +9.1% |
| YTD | -24.8% | +13.3% | -38.1% | -35.5% |
| 1Y | -39.2% | +13.4% | -52.6% | -47.7% |
| 3Y | +1.7% | +50.4% | -48.7% | -36.2% |
| 5Y | -15.5% | +49.0% | -64.4% | -46.1% |
| All | +30.9% | +78.4% | -47.5% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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