+357.7%
IGV vs OKE
+266.1%
+91.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -2.9% | +1.2% | -4.2% | -3.2% |
| 30D | -1.5% | +4.5% | -6.0% | -2.6% |
| 3M | +11.7% | +9.6% | +2.1% | +9.0% |
| 6M | +18.4% | +15.4% | +3.1% | +13.7% |
| YTD | -3.9% | +36.5% | -40.4% | -11.7% |
| 1Y | -9.7% | +39.0% | -48.6% | -17.5% |
| 3Y | +38.4% | +74.3% | -35.9% | +19.3% |
| 5Y | +21.6% | +141.2% | -119.6% | -2.7% |
| All | +357.7% | +266.1% | +91.7% | +227.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling