+48.1%
IJH vs OKTA
-34.5%
+82.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.2% |
| 7D | -1.9% | -2.4% | +0.5% | -1.5% |
| 30D | -4.6% | +13.0% | -17.7% | -6.9% |
| 3M | -1.2% | +41.7% | -42.9% | -7.0% |
| 6M | +9.4% | +105.9% | -96.5% | -4.3% |
| YTD | +13.3% | +92.6% | -79.2% | -0.2% |
| 1Y | +13.4% | +81.1% | -67.7% | +0.8% |
| 3Y | +50.4% | +84.8% | -34.4% | +29.6% |
| All | +48.1% | -34.5% | +82.5% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling