-26.6%
OWL vs IOVA
+362.8%
-389.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.1% |
| 7D | +10.1% | -41.3% | +51.4% | +10.6% |
| 30D | +18.7% | -38.5% | +57.2% | +18.9% |
| 3M | -6.2% | +99.5% | -105.7% | -10.5% |
| 6M | +9.8% | +126.0% | -116.2% | +3.5% |
| YTD | -24.2% | +218.7% | -242.8% | -28.4% |
| 1Y | -26.6% | +378.0% | -404.6% | -28.7% |
| All | -26.6% | +362.8% | -389.3% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling