+396.6%
OKE vs IQV
+498.2%
-101.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.2% |
| 7D | +1.2% | -2.2% | +3.5% | +2.1% |
| 30D | +4.5% | +8.3% | -3.8% | +0.9% |
| 3M | +9.6% | +44.6% | -35.0% | -7.5% |
| 6M | +15.4% | +52.6% | -37.2% | -6.3% |
| YTD | +36.5% | +16.1% | +20.3% | +23.0% |
| 1Y | +39.0% | +37.3% | +1.7% | +14.8% |
| 3Y | +74.3% | +21.6% | +52.7% | +43.7% |
| 5Y | +141.2% | +0.5% | +140.7% | +113.5% |
| 10Y | +262.1% | +239.7% | +22.4% | +79.4% |
| All | +396.6% | +498.2% | -101.6% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling