+120.5%
IEMG vs OKTA
+620.5%
-500.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | +2.1% | +13.8% | -11.7% | 0.0% |
| 3M | +4.6% | +48.9% | -44.3% | -1.2% |
| 6M | +14.0% | +114.9% | -100.9% | +1.7% |
| YTD | +22.3% | +97.9% | -75.5% | +9.8% |
| 1Y | +30.7% | +89.7% | -59.0% | +17.8% |
| 3Y | +83.2% | +95.8% | -12.6% | +60.5% |
| 5Y | +47.0% | -32.6% | +79.6% | +42.5% |
| All | +120.5% | +620.5% | -500.0% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling