+39.8%
IJR vs OKE
+138.0%
-98.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -2.2% | +1.2% | -3.4% | -2.6% |
| 30D | -4.6% | +4.5% | -9.1% | -6.3% |
| 3M | +0.2% | +9.6% | -9.4% | -3.7% |
| 6M | +14.7% | +15.4% | -0.7% | +6.9% |
| YTD | +18.9% | +36.5% | -17.6% | +2.3% |
| 1Y | +19.9% | +39.0% | -19.0% | +2.1% |
| 3Y | +53.0% | +74.3% | -21.3% | +13.1% |
| All | +39.8% | +138.0% | -98.2% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling