+142.3%
IEMG vs OKE
+419.0%
-276.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -1.3% | +1.2% | -2.5% | -1.6% |
| 30D | +1.9% | +4.5% | -2.6% | +0.9% |
| 3M | +1.4% | +9.6% | -8.2% | -0.9% |
| 6M | +15.2% | +15.4% | -0.2% | +10.8% |
| YTD | +23.8% | +36.5% | -12.6% | +14.5% |
| 1Y | +30.7% | +39.0% | -8.3% | +20.1% |
| 3Y | +83.3% | +74.3% | +9.0% | +58.1% |
| 5Y | +48.8% | +141.2% | -92.4% | +18.1% |
| 10Y | +142.8% | +262.1% | -119.3% | +62.2% |
| All | +142.3% | +419.0% | -276.7% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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