-14.5%
OWL vs IOVA
+99.0%
-113.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +1.5% | -3.5% | +5.0% | +1.8% |
| 30D | +13.4% | -45.4% | +58.8% | +17.0% |
| 3M | -21.2% | +19.0% | -40.3% | -24.2% |
| 6M | +4.0% | +112.0% | -108.0% | -6.1% |
| YTD | -29.0% | +184.2% | -213.2% | -38.4% |
| 1Y | -28.4% | +222.0% | -250.4% | -38.8% |
| 3Y | -14.5% | +92.6% | -107.1% | -30.6% |
| All | -14.5% | +99.0% | -113.5% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling