-33.3%
OKTA vs IAG
+820.9%
-854.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.0% |
| 3M | +41.7% | +25.5% | +16.2% | +36.5% |
| 6M | +105.9% | -7.1% | +113.0% | +105.2% |
| YTD | +92.6% | +22.9% | +69.7% | +82.4% |
| 1Y | +81.1% | +83.3% | -2.3% | +59.9% |
| 3Y | +84.8% | +808.5% | -723.7% | +20.2% |
| All | -33.3% | +820.9% | -854.2% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling