-16.0%
IONQ vs OKTA
+82.1%
-98.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -5.6% | +0.4% | -6.0% | -5.8% |
| 30D | -15.2% | +13.8% | -29.0% | -19.5% |
| 3M | -34.9% | +48.9% | -83.8% | -44.0% |
| 6M | +4.9% | +114.9% | -110.0% | -27.8% |
| YTD | -17.9% | +97.9% | -115.8% | -40.3% |
| 1Y | -16.0% | +89.7% | -105.7% | -34.0% |
| All | -16.0% | +82.1% | -98.1% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling