-20.8%
OWL vs IOVA
-65.6%
+44.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.1% | -7.0% | +4.9% | -1.5% |
| 30D | +11.6% | -44.4% | +56.0% | +16.4% |
| 3M | -13.8% | +24.7% | -38.4% | -18.2% |
| 6M | +7.8% | +118.6% | -110.8% | -5.6% |
| YTD | -25.8% | +196.3% | -222.1% | -38.4% |
| 1Y | -26.5% | +205.3% | -231.8% | -39.5% |
| 3Y | -9.6% | +103.8% | -113.4% | -32.0% |
| 5Y | -20.8% | -65.6% | +44.7% | -29.5% |
| All | -20.8% | -65.6% | +44.8% | -29.5% |
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