-16.5%
OWL vs IVZ
+57.9%
-74.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.6% |
| 7D | -11.9% | -2.4% | -9.5% | -10.4% |
| 30D | -13.7% | +2.5% | -16.2% | -15.1% |
| 3M | +12.3% | +17.1% | -4.8% | +0.5% |
| 6M | +15.0% | +35.1% | -20.1% | -7.1% |
| YTD | -25.7% | +24.3% | -50.0% | -36.4% |
| 1Y | -39.5% | +48.7% | -88.2% | -54.1% |
| 3Y | +0.9% | +135.6% | -134.7% | -46.6% |
| 5Y | -16.5% | +60.3% | -76.9% | -46.7% |
| All | -16.5% | +57.9% | -74.4% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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