+34.6%
OWL vs IQV
+52.0%
-17.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.8% |
| 7D | -6.4% | -2.6% | -3.8% | -5.1% |
| 30D | -5.0% | +6.2% | -11.2% | -7.8% |
| 3M | +15.4% | +38.0% | -22.6% | -3.4% |
| 6M | +15.5% | +43.9% | -28.4% | -6.0% |
| YTD | -22.7% | +14.0% | -36.7% | -29.2% |
| 1Y | -34.1% | +35.5% | -69.6% | -45.5% |
| 3Y | +5.1% | +20.3% | -15.3% | -12.0% |
| 5Y | -11.5% | -1.6% | -9.8% | -20.9% |
| All | +34.6% | +52.0% | -17.4% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling