+134.8%
OKE vs IONS
+54.3%
+80.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | 0.0% | -4.3% | +4.2% | +0.3% |
| 30D | +4.6% | +0.4% | +4.2% | +4.5% |
| 3M | +6.9% | -24.1% | +31.0% | +9.2% |
| 6M | +15.8% | -26.4% | +42.2% | +18.3% |
| YTD | +35.2% | -29.7% | +64.8% | +38.6% |
| 1Y | +37.6% | -13.0% | +50.6% | +37.9% |
| 3Y | +72.0% | +35.0% | +37.0% | +58.6% |
| All | +134.8% | +54.3% | +80.6% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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