+39.1%
OWL vs IVZ
+124.7%
-85.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.2% |
| 7D | -3.9% | +1.1% | -5.0% | -4.5% |
| 30D | -3.7% | +3.1% | -6.8% | -5.4% |
| 3M | +21.4% | +18.2% | +3.2% | +9.5% |
| 6M | +18.3% | +38.6% | -20.3% | -3.5% |
| YTD | -20.1% | +25.9% | -46.0% | -30.8% |
| 1Y | -32.8% | +51.7% | -84.5% | -47.8% |
| 3Y | +8.6% | +138.7% | -130.1% | -37.2% |
| 5Y | -4.5% | +62.8% | -67.2% | -37.5% |
| All | +39.1% | +124.7% | -85.6% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling