+140.6%
IJR vs OKTA
+601.1%
-460.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.9% |
| 7D | -2.2% | -2.4% | +0.2% | -1.9% |
| 30D | -4.6% | +13.0% | -17.6% | -6.9% |
| 3M | +0.2% | +41.7% | -41.5% | -5.6% |
| 6M | +14.7% | +105.9% | -91.2% | +0.7% |
| YTD | +18.9% | +92.6% | -73.7% | +4.9% |
| 1Y | +19.9% | +81.1% | -61.1% | +6.8% |
| 3Y | +53.0% | +84.8% | -31.8% | +32.4% |
| 5Y | +40.9% | -34.4% | +75.3% | +33.7% |
| All | +140.6% | +601.1% | -460.5% | +57.3% |
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