+3,225.7%
OKE vs IAG
+368.4%
+2,857.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | 0.0% | -4.1% | +4.0% | +0.4% |
| 30D | +4.6% | +10.6% | -6.0% | +3.2% |
| 3M | +6.9% | +35.4% | -28.4% | +2.5% |
| 6M | +15.8% | -9.5% | +25.3% | +15.3% |
| YTD | +35.2% | +21.8% | +13.4% | +29.1% |
| 1Y | +37.6% | +84.1% | -46.6% | +24.2% |
| 3Y | +72.0% | +817.4% | -745.3% | +22.9% |
| 5Y | +139.0% | +830.1% | -691.1% | +63.5% |
| 10Y | +258.7% | +413.8% | -155.1% | +143.4% |
| All | +3,225.7% | +368.4% | +2,857.4% | +1,628.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling