-21.6%
OWL vs IVZ
+36.0%
-57.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.6% |
| 7D | +1.5% | +7.6% | -6.1% | -3.6% |
| 30D | +13.4% | +4.3% | +9.1% | +9.9% |
| 3M | -21.2% | -9.3% | -11.9% | -15.8% |
| 6M | +4.0% | +5.2% | -1.2% | -0.3% |
| YTD | -29.0% | +13.4% | -42.4% | -35.6% |
| 1Y | -28.4% | +25.4% | -53.8% | -39.5% |
| 3Y | -14.5% | +152.5% | -167.0% | -58.2% |
| All | -21.6% | +36.0% | -57.5% | -44.5% |
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