+942.0%
OKE vs IOVA
-92.0%
+1,034.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.6% |
| 7D | -0.2% | -2.2% | +2.0% | -0.1% |
| 30D | +6.1% | +31.7% | -25.7% | +5.2% |
| 3M | +10.4% | +117.3% | -106.8% | +7.6% |
| 6M | +14.2% | +55.8% | -41.7% | +11.9% |
| YTD | +35.3% | +208.8% | -173.5% | +29.7% |
| 1Y | +40.6% | +255.7% | -215.1% | +33.9% |
| 3Y | +72.2% | +41.7% | +30.5% | +63.8% |
| 5Y | +139.6% | -64.9% | +204.5% | +132.3% |
| 10Y | +259.1% | +6.3% | +252.8% | +237.0% |
| All | +942.0% | -92.0% | +1,034.0% | +857.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling