+5,355.3%
OKE vs IWF
+713.0%
+4,642.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.6% |
| 7D | 0.0% | -1.7% | +1.7% | +1.3% |
| 30D | +4.6% | -1.8% | +6.4% | +6.0% |
| 3M | +6.9% | +1.5% | +5.5% | +4.5% |
| 6M | +15.8% | +7.7% | +8.1% | +6.6% |
| YTD | +35.2% | +2.7% | +32.5% | +28.8% |
| 1Y | +37.6% | +6.8% | +30.8% | +26.3% |
| 3Y | +72.0% | +76.9% | -4.8% | +1.8% |
| 5Y | +139.0% | +73.4% | +65.6% | +39.8% |
| 10Y | +258.7% | +416.4% | -157.7% | -12.8% |
| All | +5,355.3% | +713.0% | +4,642.3% | +511.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling