+307.7%
IGV vs OKTA
+627.3%
-319.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.8% |
| 7D | -1.5% | +5.9% | -7.4% | -3.4% |
| 30D | -3.0% | +14.6% | -17.6% | -8.2% |
| 3M | +9.6% | +44.0% | -34.4% | -4.3% |
| 6M | +16.1% | +116.7% | -100.6% | -13.0% |
| YTD | -3.6% | +99.8% | -103.4% | -26.2% |
| 1Y | -7.8% | +84.1% | -91.9% | -27.6% |
| 3Y | +40.0% | +97.7% | -57.7% | +1.7% |
| 5Y | +21.2% | -35.2% | +56.4% | +17.5% |
| All | +307.7% | +627.3% | -319.7% | +100.7% |
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