+776.1%
IVV vs OKE
+5,652.5%
-4,876.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +0.1% | +9.4% | -9.3% | -2.7% |
| 3M | +2.0% | +8.6% | -6.6% | -0.9% |
| 6M | +13.0% | +15.3% | -2.3% | +7.2% |
| YTD | +13.6% | +34.8% | -21.2% | +2.4% |
| 1Y | +20.1% | +35.3% | -15.2% | +7.8% |
| 3Y | +77.6% | +69.5% | +8.1% | +46.7% |
| 5Y | +82.5% | +135.2% | -52.7% | +34.6% |
| 10Y | +316.5% | +261.7% | +54.8% | +132.9% |
| All | +776.1% | +5,652.5% | -4,876.4% | +52.7% |
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