+202.9%
IONQ vs OKTA
+165.2%
+37.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +16.7% | -6.0% | +22.6% | +19.9% |
| 30D | -12.3% | -23.2% | +10.9% | -2.1% |
| 3M | -17.7% | +18.3% | -36.0% | -24.2% |
| 6M | -28.9% | +112.6% | -141.5% | -51.7% |
| YTD | -22.0% | +106.3% | -128.3% | -47.0% |
| 1Y | -36.8% | +108.0% | -144.8% | -57.1% |
| All | +202.9% | +165.2% | +37.7% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling