+276.5%
IVV vs OKTA
+667.4%
-390.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.0% |
| 7D | -0.9% | -4.6% | +3.7% | -0.3% |
| 30D | -2.3% | -19.7% | +17.4% | +0.4% |
| 3M | -1.2% | +21.2% | -22.4% | -5.0% |
| 6M | +3.3% | +123.1% | -119.8% | -10.5% |
| YTD | +12.3% | +110.8% | -98.4% | -2.7% |
| 1Y | +12.5% | +113.0% | -100.4% | -2.7% |
| 3Y | +79.2% | +168.9% | -89.8% | +45.5% |
| 5Y | +75.6% | -28.7% | +104.3% | +66.2% |
| All | +276.5% | +667.4% | -390.9% | +150.9% |
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