+138.3%
IWM vs OKTA
+620.5%
-482.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -4.4% | +13.8% | -18.2% | -7.3% |
| 3M | +2.2% | +48.9% | -46.6% | -5.7% |
| 6M | +14.0% | +114.9% | -100.9% | -3.4% |
| YTD | +17.4% | +97.9% | -80.5% | +0.4% |
| 1Y | +22.9% | +89.7% | -66.7% | +6.0% |
| 3Y | +62.1% | +95.8% | -33.8% | +34.6% |
| 5Y | +38.2% | -32.6% | +70.8% | +30.4% |
| All | +138.3% | +620.5% | -482.2% | +50.7% |
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