+29.3%
OWL vs IRM
+373.0%
-343.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -1.9% | -3.1% |
| 7D | -11.9% | -1.8% | -10.1% | -11.2% |
| 30D | -13.7% | -7.8% | -6.0% | -10.7% |
| 3M | +12.3% | -7.9% | +20.1% | +15.8% |
| 6M | +15.0% | +6.3% | +8.7% | +11.3% |
| YTD | -25.7% | +38.2% | -63.9% | -36.4% |
| 1Y | -39.5% | +19.8% | -59.3% | -45.0% |
| 3Y | +0.9% | +98.8% | -97.8% | -29.5% |
| 5Y | -16.5% | +191.8% | -208.3% | -48.3% |
| All | +29.3% | +373.0% | -343.7% | -16.9% |
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