-16.9%
OWL vs IJH
+48.0%
-64.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.2% |
| 7D | -10.1% | -1.9% | -8.3% | -7.6% |
| 30D | -11.9% | -4.6% | -7.3% | -5.8% |
| 3M | +10.7% | -1.2% | +11.9% | +12.9% |
| 6M | +22.1% | +9.4% | +12.7% | +7.7% |
| YTD | -24.8% | +13.3% | -38.1% | -36.6% |
| 1Y | -39.2% | +13.4% | -52.6% | -48.6% |
| 3Y | +1.7% | +50.4% | -48.7% | -40.7% |
| All | -16.9% | +48.0% | -64.8% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling