+944.0%
IREN vs OKTA
+95.5%
+848.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.5% |
| 7D | +4.8% | +0.4% | +4.4% | +4.6% |
| 30D | +9.8% | +13.8% | -4.0% | +4.8% |
| 3M | -15.3% | +48.9% | -64.2% | -25.9% |
| 6M | +14.5% | +114.9% | -100.5% | -15.0% |
| YTD | +15.5% | +97.9% | -82.3% | -12.1% |
| 1Y | +29.8% | +89.7% | -59.9% | +0.5% |
| All | +944.0% | +95.5% | +848.5% | +634.3% |
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