+21.7%
OWL vs IP
-4.9%
+26.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.1% |
| 7D | -4.9% | -5.1% | +0.1% | -2.8% |
| 30D | +7.8% | +8.5% | -0.7% | +4.5% |
| 3M | -12.7% | -13.8% | +1.2% | -7.4% |
| 6M | -2.8% | +5.7% | -8.5% | -5.9% |
| YTD | -30.1% | -9.1% | -21.0% | -29.1% |
| 1Y | -29.1% | -0.8% | -28.3% | -31.1% |
| 3Y | -12.3% | +14.8% | -27.1% | -23.6% |
| 5Y | -27.5% | -11.5% | -16.0% | -31.4% |
| All | +21.7% | -4.9% | +26.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling