-8.5%
OWL vs IOVA
-63.0%
+54.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.4% |
| 7D | -3.9% | +5.1% | -9.0% | -4.4% |
| 30D | -3.7% | +37.2% | -40.9% | -7.2% |
| 3M | +21.4% | +117.5% | -96.1% | +9.4% |
| 6M | +18.3% | +69.6% | -51.2% | +8.7% |
| YTD | -20.1% | +218.7% | -238.8% | -32.5% |
| 1Y | -32.8% | +265.5% | -298.3% | -44.9% |
| 3Y | +8.6% | +46.2% | -37.7% | -12.4% |
| All | -8.5% | -63.0% | +54.5% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling