+46.2%
IBIT vs OKTA
+118.0%
-71.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -9.2% | +8.4% | -17.6% | -10.5% |
| 30D | -15.8% | -13.7% | -2.1% | -13.9% |
| 3M | +8.5% | +18.0% | -9.5% | +4.2% |
| 6M | -13.7% | +133.8% | -147.5% | -29.8% |
| YTD | -21.6% | +111.5% | -133.1% | -35.2% |
| 1Y | -30.0% | +118.3% | -148.3% | -42.6% |
| All | +46.2% | +118.0% | -71.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 3y: compounded portfolio wealth divided by compounded OKTA 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…
3y analysis · Full analysis span regression · 6 months rolling