-4.5%
OWL vs IONS
+51.6%
-56.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -4.1% |
| 7D | -3.9% | -5.3% | +1.4% | -3.0% |
| 30D | -3.7% | +0.3% | -3.9% | -3.9% |
| 3M | +21.4% | -22.9% | +44.3% | +25.7% |
| 6M | +18.3% | -23.4% | +41.8% | +22.7% |
| YTD | -20.1% | -28.3% | +8.2% | -16.3% |
| 1Y | -32.8% | -7.0% | -25.7% | -33.5% |
| 3Y | +8.6% | +37.6% | -29.1% | -7.2% |
| 5Y | -4.5% | +53.4% | -57.8% | -24.9% |
| All | -4.5% | +51.6% | -56.0% | -24.9% |
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