-11.5%
OWL vs IRM
+190.5%
-201.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | -6.4% | +3.0% | -9.4% | -7.8% |
| 30D | -5.0% | -5.2% | +0.2% | -2.5% |
| 3M | +15.4% | -8.0% | +23.4% | +19.8% |
| 6M | +15.5% | +9.2% | +6.3% | +9.2% |
| YTD | -22.7% | +41.0% | -63.7% | -36.8% |
| 1Y | -34.1% | +23.3% | -57.3% | -42.3% |
| 3Y | +5.1% | +102.8% | -97.8% | -36.7% |
| 5Y | -11.5% | +192.8% | -204.2% | -57.6% |
| All | -11.5% | +190.5% | -201.9% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling