-19.3%
OWL vs IONS
-11.1%
-8.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -21.4% | +27.0% | +9.2% |
| 7D | -2.4% | -24.8% | +22.5% | +1.9% |
| 30D | +9.3% | -31.5% | +40.8% | +16.0% |
| 3M | -11.0% | -45.2% | +34.2% | -1.8% |
| 6M | +2.4% | -59.1% | +61.5% | +18.0% |
| YTD | -26.2% | -60.8% | +34.7% | -14.4% |
| 1Y | -27.4% | -57.9% | +30.4% | -17.3% |
| 3Y | -8.7% | -34.5% | +25.8% | -10.3% |
| 5Y | -19.3% | -8.8% | -10.5% | -30.9% |
| All | -19.3% | -11.1% | -8.2% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling