+137.0%
OKE vs IQV
-0.1%
+137.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | +1.2% | -2.2% | +3.5% | +1.7% |
| 30D | +4.5% | +8.3% | -3.8% | +2.7% |
| 3M | +9.6% | +44.6% | -35.0% | +0.8% |
| 6M | +15.4% | +52.6% | -37.2% | +4.1% |
| YTD | +36.5% | +16.1% | +20.3% | +30.8% |
| 1Y | +39.0% | +37.3% | +1.7% | +26.3% |
| 3Y | +74.3% | +21.6% | +52.7% | +58.3% |
| All | +137.0% | -0.1% | +137.2% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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