+215.4%
IONQ vs OKTA
-29.2%
+244.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -3.8% |
| 7D | +15.3% | -4.6% | +19.9% | +18.2% |
| 30D | -6.1% | -19.7% | +13.6% | +5.1% |
| 3M | -21.6% | +21.2% | -42.8% | -31.1% |
| 6M | -40.1% | +123.1% | -163.2% | -64.1% |
| YTD | -24.1% | +110.8% | -134.9% | -54.0% |
| 1Y | -37.4% | +113.0% | -150.4% | -62.1% |
| 3Y | +219.5% | +168.9% | +50.6% | +57.3% |
| 5Y | +76.9% | -28.7% | +105.6% | +80.1% |
| All | +215.4% | -29.2% | +244.6% | +231.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling