+137.0%
OKE vs IWF
+73.7%
+63.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.6% |
| 7D | +1.2% | -0.9% | +2.2% | +1.7% |
| 30D | +4.5% | -1.7% | +6.2% | +5.3% |
| 3M | +9.6% | +0.7% | +8.9% | +8.6% |
| 6M | +15.4% | +8.6% | +6.8% | +9.2% |
| YTD | +36.5% | +3.5% | +32.9% | +32.3% |
| 1Y | +39.0% | +7.0% | +31.9% | +31.7% |
| 3Y | +74.3% | +76.3% | -2.0% | +20.8% |
| All | +137.0% | +73.7% | +63.4% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling