+45.7%
OWL vs IOVA
-82.7%
+128.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -2.2% | +9.7% | -12.0% | -3.2% |
| 30D | +3.7% | +102.5% | -98.9% | -4.6% |
| 3M | +17.5% | +100.7% | -83.2% | +7.5% |
| 6M | +18.5% | +106.3% | -87.8% | +7.1% |
| YTD | -16.3% | +222.0% | -238.3% | -28.6% |
| 1Y | -29.7% | +299.5% | -329.3% | -42.2% |
| 3Y | +14.2% | +42.9% | -28.8% | -5.5% |
| 5Y | +2.5% | -65.0% | +67.5% | -10.1% |
| All | +45.7% | -82.7% | +128.3% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling