+29.3%
OWL vs IOVA
-83.9%
+113.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.5% | -3.6% |
| 7D | -11.9% | -6.4% | -5.5% | -11.3% |
| 30D | -13.7% | +25.4% | -39.1% | -16.0% |
| 3M | +12.3% | +115.3% | -103.1% | +1.9% |
| 6M | +15.0% | +56.5% | -41.5% | +7.1% |
| YTD | -25.7% | +198.2% | -223.9% | -36.1% |
| 1Y | -39.5% | +242.0% | -281.5% | -49.3% |
| 3Y | +0.9% | +36.8% | -35.9% | -16.1% |
| 5Y | -16.5% | -64.3% | +47.7% | -26.4% |
| All | +29.3% | -83.9% | +113.2% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling