+760.2%
IVV vs OKE
+5,370.5%
-4,610.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +2.6% | +5.4% | -2.8% | +1.0% |
| 30D | -2.0% | -1.3% | -0.7% | -1.7% |
| 3M | -2.8% | -2.0% | -0.7% | -2.5% |
| 6M | +2.2% | +3.4% | -1.3% | +0.3% |
| YTD | +11.5% | +28.2% | -16.6% | +1.8% |
| 1Y | +13.5% | +35.7% | -22.2% | +1.7% |
| 3Y | +78.1% | +61.0% | +17.1% | +49.3% |
| 5Y | +73.1% | +85.8% | -12.7% | +36.9% |
| 10Y | +310.4% | +242.1% | +68.3% | +133.5% |
| All | +760.2% | +5,370.5% | -4,610.3% | +51.8% |
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