+79.3%
IREN vs OKTA
-37.5%
+116.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.5% |
| 7D | -1.9% | -2.4% | +0.5% | -1.1% |
| 30D | +0.4% | +13.0% | -12.7% | -6.0% |
| 3M | -22.7% | +41.7% | -64.4% | -34.5% |
| 6M | +4.4% | +105.9% | -101.5% | -28.5% |
| YTD | +16.0% | +92.6% | -76.5% | -19.3% |
| 1Y | +33.4% | +81.1% | -47.6% | -4.6% |
| 3Y | +948.6% | +84.8% | +863.7% | +599.0% |
| All | +79.3% | -37.5% | +116.8% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling