+634.8%
OKTA vs IAG
+374.4%
+260.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +0.9% | +2.8% |
| 7D | +5.9% | +1.7% | +4.2% | +5.7% |
| 30D | +14.6% | +11.4% | +3.1% | +13.0% |
| 3M | +44.0% | +33.0% | +11.0% | +38.8% |
| 6M | +116.7% | -6.0% | +122.7% | +115.7% |
| YTD | +99.8% | +24.6% | +75.2% | +91.4% |
| 1Y | +84.1% | +105.0% | -20.9% | +65.4% |
| 3Y | +97.7% | +837.9% | -740.2% | +45.1% |
| 5Y | -35.2% | +817.0% | -852.1% | -54.6% |
| All | +634.8% | +374.4% | +260.4% | +438.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling