+109.3%
IONQ vs OKTA
+91.3%
+17.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.1% |
| 7D | +7.1% | +0.7% | +6.4% | +6.8% |
| 30D | -8.9% | +13.0% | -21.9% | -14.6% |
| 3M | -35.6% | +43.4% | -79.0% | -45.8% |
| 6M | +13.3% | +107.6% | -94.4% | -23.9% |
| YTD | -9.8% | +93.8% | -103.6% | -37.5% |
| 1Y | -1.3% | +80.8% | -82.1% | -28.8% |
| 3Y | +109.3% | +91.8% | +17.5% | +49.5% |
| All | +109.3% | +91.3% | +17.9% | +49.5% |
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