+258.5%
OKE vs IWF
+422.7%
-164.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.4% |
| 7D | +1.2% | -0.9% | +2.2% | +1.9% |
| 30D | +4.5% | -1.7% | +6.2% | +5.7% |
| 3M | +9.6% | +0.7% | +8.9% | +7.9% |
| 6M | +15.4% | +8.6% | +6.8% | +5.9% |
| YTD | +36.5% | +3.5% | +32.9% | +29.6% |
| 1Y | +39.0% | +7.0% | +31.9% | +27.7% |
| 3Y | +74.3% | +76.3% | -2.0% | +1.9% |
| 5Y | +141.2% | +74.8% | +66.5% | +38.6% |
| All | +258.5% | +422.7% | -164.2% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling