-21.6%
OWL vs IP
-13.5%
-8.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +13.4% | +7.9% | +5.5% | +10.0% |
| 3M | -21.2% | -15.3% | -5.9% | -15.5% |
| 6M | +4.0% | +10.5% | -6.5% | -1.5% |
| YTD | -29.0% | -9.4% | -19.6% | -27.9% |
| 1Y | -28.4% | -4.6% | -23.8% | -29.4% |
| 3Y | -14.5% | +21.2% | -35.8% | -31.5% |
| All | -21.6% | -13.5% | -8.0% | -23.3% |
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