-26.5%
OWL vs IOVA
+235.7%
-262.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.1% | -7.0% | +4.9% | -2.0% |
| 30D | +11.6% | -44.4% | +56.0% | +12.6% |
| 3M | -13.8% | +24.7% | -38.4% | -17.0% |
| 6M | +7.8% | +118.6% | -110.8% | -1.2% |
| YTD | -25.8% | +196.3% | -222.1% | -33.3% |
| 1Y | -26.5% | +205.3% | -231.8% | -33.6% |
| All | -26.5% | +235.7% | -262.2% | -33.6% |
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