-16.9%
OWL vs IQV
-0.1%
-16.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.4% |
| 7D | -10.1% | -2.2% | -7.9% | -9.1% |
| 30D | -11.9% | +8.3% | -20.2% | -15.4% |
| 3M | +10.7% | +44.6% | -33.9% | -10.0% |
| 6M | +22.1% | +52.6% | -30.4% | -4.2% |
| YTD | -24.8% | +16.1% | -40.9% | -31.9% |
| 1Y | -39.2% | +37.3% | -76.5% | -50.3% |
| 3Y | +1.7% | +21.6% | -19.8% | -15.6% |
| All | -16.9% | -0.1% | -16.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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