+137.0%
OKE vs IBN
+58.3%
+78.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.5% |
| 7D | +1.2% | -3.0% | +4.3% | +2.0% |
| 30D | +4.5% | -1.5% | +6.0% | +4.8% |
| 3M | +9.6% | +7.9% | +1.7% | +7.2% |
| 6M | +15.4% | +8.6% | +6.7% | +12.3% |
| YTD | +36.5% | -0.6% | +37.0% | +35.9% |
| 1Y | +39.0% | -7.3% | +46.3% | +41.4% |
| 3Y | +74.3% | +26.2% | +48.1% | +55.5% |
| All | +137.0% | +58.3% | +78.7% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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