+137.0%
OKE vs IVZ
+61.1%
+75.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +1.2% | -2.4% | +3.6% | +2.0% |
| 30D | +4.5% | +3.0% | +1.5% | +3.5% |
| 3M | +9.6% | +14.9% | -5.3% | +4.3% |
| 6M | +15.4% | +36.7% | -21.4% | +2.7% |
| YTD | +36.5% | +25.7% | +10.8% | +24.0% |
| 1Y | +39.0% | +47.7% | -8.7% | +18.5% |
| 3Y | +74.3% | +138.8% | -64.5% | +18.2% |
| All | +137.0% | +61.1% | +75.9% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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