+83.3%
IEMG vs OKTA
+90.2%
-7.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.5% |
| 7D | -1.3% | -2.4% | +1.1% | -1.1% |
| 30D | +1.9% | +13.0% | -11.1% | +0.4% |
| 3M | +1.4% | +41.7% | -40.3% | -2.4% |
| 6M | +15.2% | +105.9% | -90.8% | +6.0% |
| YTD | +23.8% | +92.6% | -68.7% | +14.6% |
| 1Y | +30.7% | +81.1% | -50.4% | +21.7% |
| 3Y | +83.3% | +84.8% | -1.6% | +68.4% |
| All | +83.3% | +90.2% | -7.0% | +68.4% |
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