-2.1%
IGV vs OKE
+35.9%
-38.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.3% |
| 7D | -4.5% | +0.7% | -5.2% | -4.4% |
| 30D | +3.2% | +9.4% | -6.2% | +4.6% |
| 3M | +4.5% | +8.6% | -4.0% | +5.8% |
| 6M | +22.1% | +15.3% | +6.8% | +23.8% |
| YTD | -1.0% | +34.8% | -35.8% | +1.6% |
| 1Y | -2.1% | +35.3% | -37.4% | -0.6% |
| All | -2.1% | +35.9% | -38.0% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling