+91.9%
IREN vs OKTA
-37.1%
+129.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.7% |
| 7D | +27.5% | +0.7% | +26.8% | +27.0% |
| 30D | +13.8% | +13.0% | +0.8% | +6.6% |
| 3M | -20.7% | +43.4% | -64.1% | -33.1% |
| 6M | +27.9% | +107.6% | -79.8% | -12.7% |
| YTD | +24.3% | +93.8% | -69.6% | -13.8% |
| 1Y | +79.2% | +80.8% | -1.6% | +28.2% |
| 3Y | +904.9% | +91.8% | +813.1% | +557.6% |
| All | +91.9% | -37.1% | +129.0% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling