+938.6%
IGV vs OKE
+3,696.3%
-2,757.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.4% | 0.0% | -5.3% | -5.4% |
| 30D | -2.6% | +4.6% | -7.2% | -4.1% |
| 3M | +10.5% | +6.9% | +3.6% | +7.7% |
| 6M | +18.2% | +15.8% | +2.4% | +11.7% |
| YTD | -4.2% | +35.2% | -39.4% | -14.2% |
| 1Y | -9.8% | +37.6% | -47.4% | -19.8% |
| 3Y | +39.1% | +72.0% | -32.9% | +13.9% |
| 5Y | +21.2% | +139.0% | -117.7% | -11.5% |
| 10Y | +361.5% | +258.7% | +102.8% | +150.7% |
| All | +938.6% | +3,696.3% | -2,757.7% | +28.1% |
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