+266.8%
IONQ vs OKTA
-34.5%
+301.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +1.2% |
| 7D | -7.0% | -2.4% | -4.6% | -6.0% |
| 30D | -18.7% | +13.0% | -31.7% | -25.6% |
| 3M | -36.6% | +41.7% | -78.3% | -49.2% |
| 6M | +7.2% | +105.9% | -98.7% | -35.1% |
| YTD | -18.1% | +92.6% | -110.6% | -48.8% |
| 1Y | -21.9% | +81.1% | -102.9% | -49.1% |
| 3Y | +86.7% | +84.8% | +1.9% | +10.7% |
| All | +266.8% | -34.5% | +301.2% | +439.4% |
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