+81.8%
IONQ vs OKTA
-31.7%
+113.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +16.7% | -6.0% | +22.6% | +20.7% |
| 30D | -12.3% | -23.2% | +10.9% | +0.9% |
| 3M | -17.7% | +18.3% | -36.0% | -27.0% |
| 6M | -28.9% | +112.6% | -141.5% | -57.2% |
| YTD | -22.0% | +106.3% | -128.3% | -53.2% |
| 1Y | -36.8% | +108.0% | -144.8% | -62.1% |
| 3Y | +228.2% | +163.2% | +65.1% | +57.4% |
| All | +81.8% | -31.7% | +113.4% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling