+137.0%
OKE vs IOVA
-62.2%
+199.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.7% | +0.7% |
| 7D | +1.2% | -2.2% | +3.4% | +1.3% |
| 30D | +4.5% | +27.6% | -23.1% | +3.3% |
| 3M | +9.6% | +117.2% | -107.6% | +5.3% |
| 6M | +15.4% | +77.7% | -62.3% | +11.4% |
| YTD | +36.5% | +215.0% | -178.6% | +27.5% |
| 1Y | +39.0% | +255.4% | -216.4% | +28.3% |
| 3Y | +74.3% | +42.6% | +31.7% | +59.2% |
| All | +137.0% | -62.2% | +199.3% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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