+137.0%
OKE vs IAG
+820.9%
-683.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | +4.5% | +12.1% | -7.6% | +3.3% |
| 3M | +9.6% | +25.5% | -15.9% | +7.0% |
| 6M | +15.4% | -7.1% | +22.5% | +15.3% |
| YTD | +36.5% | +22.9% | +13.6% | +31.3% |
| 1Y | +39.0% | +83.3% | -44.4% | +26.6% |
| 3Y | +74.3% | +808.5% | -734.2% | +23.1% |
| All | +137.0% | +820.9% | -683.9% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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