+608.2%
OKTA vs IAG
+367.9%
+240.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | +13.0% | +12.1% | +0.9% | +11.4% |
| 3M | +41.7% | +25.5% | +16.2% | +37.5% |
| 6M | +105.9% | -7.1% | +113.0% | +105.3% |
| YTD | +92.6% | +22.9% | +69.7% | +84.7% |
| 1Y | +81.1% | +83.3% | -2.3% | +64.9% |
| 3Y | +84.8% | +808.5% | -723.7% | +36.1% |
| 5Y | -34.4% | +838.0% | -872.4% | -54.1% |
| All | +608.2% | +367.9% | +240.3% | +420.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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