+44.6%
OKE vs IBB
+42.2%
+2.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.3% | -3.0% |
| 7D | -5.2% | +2.2% | -7.4% | -4.7% |
| 30D | +1.1% | +6.3% | -5.2% | +2.7% |
| 3M | +2.2% | +16.3% | -14.1% | +5.7% |
| 6M | 0.0% | +30.0% | -30.0% | +6.2% |
| YTD | +26.5% | +31.1% | -4.6% | +34.2% |
| 1Y | +44.6% | +42.0% | +2.6% | +50.8% |
| All | +44.6% | +42.2% | +2.4% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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