+15,968.0%
OKE vs IFF
+825.7%
+15,142.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.1% |
| 7D | +1.2% | -3.2% | +4.4% | +2.5% |
| 30D | +4.5% | -0.3% | +4.8% | +4.5% |
| 3M | +9.6% | +8.4% | +1.2% | +5.4% |
| 6M | +15.4% | +23.0% | -7.7% | +3.3% |
| YTD | +36.5% | +25.5% | +11.0% | +20.6% |
| 1Y | +39.0% | +29.1% | +9.9% | +21.0% |
| 3Y | +74.3% | +31.7% | +42.6% | +46.0% |
| 5Y | +141.2% | -35.2% | +176.4% | +159.1% |
| 10Y | +262.1% | -20.7% | +282.8% | +251.5% |
| All | +15,968.0% | +825.7% | +15,142.3% | +6,998.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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