+808.3%
IWM vs OKE
+5,401.3%
-4,593.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | -1.3% | +9.4% | -10.6% | -4.7% |
| 3M | +1.6% | +8.6% | -7.0% | -2.1% |
| 6M | +13.6% | +15.3% | -1.7% | +6.0% |
| YTD | +20.8% | +34.8% | -14.0% | +5.7% |
| 1Y | +26.4% | +35.3% | -8.9% | +10.2% |
| 3Y | +60.7% | +69.5% | -8.8% | +26.5% |
| 5Y | +38.2% | +135.2% | -97.0% | -5.3% |
| 10Y | +169.5% | +261.7% | -92.2% | +33.6% |
| All | +808.3% | +5,401.3% | -4,593.0% | +19.7% |
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