-27.0%
OWL vs IP
-12.5%
-14.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.0% | -3.2% | -5.4% |
| 7D | -5.0% | -5.0% | 0.0% | -2.8% |
| 30D | +9.0% | +6.5% | +2.5% | +6.3% |
| 3M | -12.7% | -18.0% | +5.3% | -5.1% |
| 6M | -4.0% | +10.3% | -14.3% | -9.2% |
| YTD | -29.6% | -9.9% | -19.7% | -28.4% |
| 1Y | -31.9% | -1.1% | -30.9% | -34.2% |
| 3Y | -13.1% | +13.0% | -26.1% | -27.1% |
| 5Y | -27.0% | -12.3% | -14.8% | -29.2% |
| All | -27.0% | -12.5% | -14.6% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling