+29.4%
OWL vs IONS
-39.4%
+68.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.1% | +9.8% | +2.0% |
| 7D | +1.1% | -30.3% | +31.3% | +6.0% |
| 30D | +10.0% | -37.7% | +47.8% | +17.5% |
| 3M | -8.7% | -50.5% | +41.8% | +1.0% |
| 6M | +3.1% | -62.8% | +65.9% | +18.5% |
| YTD | -25.6% | -64.4% | +38.7% | -14.2% |
| 1Y | -25.5% | -59.5% | +34.0% | -16.0% |
| 3Y | -9.4% | -39.2% | +29.8% | -9.4% |
| 5Y | -18.2% | -15.3% | -2.8% | -24.5% |
| All | +29.4% | -39.4% | +68.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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