+23.6%
OWL vs IRM
+380.2%
-356.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +1.5% | +6.8% | -5.2% | -1.4% |
| 30D | +13.4% | +2.6% | +10.8% | +11.9% |
| 3M | -21.2% | -9.5% | -11.8% | -18.1% |
| 6M | +4.0% | -8.5% | +12.5% | +7.5% |
| YTD | -29.0% | +40.3% | -69.3% | -39.7% |
| 1Y | -28.4% | +28.7% | -57.1% | -36.9% |
| 3Y | -14.5% | +111.8% | -126.4% | -42.1% |
| 5Y | -21.5% | +189.1% | -210.6% | -51.9% |
| All | +23.6% | +380.2% | -356.6% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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