+21.2%
IWM vs OKE
+40.5%
-19.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.5% |
| 7D | -2.4% | +1.2% | -3.7% | -2.3% |
| 30D | -4.6% | +4.5% | -9.1% | -4.3% |
| 3M | -0.3% | +9.6% | -9.9% | +0.3% |
| 6M | +14.7% | +15.4% | -0.6% | +14.2% |
| YTD | +17.8% | +36.5% | -18.6% | +13.6% |
| 1Y | +21.2% | +39.0% | -17.8% | +16.8% |
| All | +21.2% | +40.5% | -19.2% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling