+2.0%
IBKR vs OKTA
+96.1%
-94.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -10.4% | +3.8% | -4.8% |
| 7D | -11.1% | -22.9% | +11.8% | -7.2% |
| 30D | -19.7% | -21.7% | +2.0% | -16.5% |
| 3M | -18.0% | +16.4% | -34.4% | -19.9% |
| 6M | -13.2% | +120.1% | -133.3% | -26.7% |
| YTD | +13.4% | +97.9% | -84.5% | -2.7% |
| 1Y | +2.0% | +96.4% | -94.5% | -12.5% |
| All | +2.0% | +96.1% | -94.1% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling