+29.3%
OWL vs IONS
+19.6%
+9.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -11.9% | -4.3% | -7.6% | -11.3% |
| 30D | -13.7% | +0.4% | -14.1% | -13.9% |
| 3M | +12.3% | -24.1% | +36.3% | +16.1% |
| 6M | +15.0% | -26.4% | +41.5% | +19.7% |
| YTD | -25.7% | -29.7% | +3.9% | -22.3% |
| 1Y | -39.5% | -13.0% | -26.4% | -39.2% |
| 3Y | +0.9% | +35.0% | -34.1% | -11.0% |
| 5Y | -16.5% | +54.2% | -70.7% | -30.1% |
| All | +29.3% | +19.6% | +9.7% | +8.8% |
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