-32.6%
OKTA vs IAU
+138.0%
-170.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +0.4% | -3.4% | +3.8% | +1.1% |
| 30D | +13.8% | -1.1% | +14.9% | +14.1% |
| 3M | +48.9% | +5.8% | +43.1% | +47.1% |
| 6M | +114.9% | -16.9% | +131.9% | +122.4% |
| YTD | +97.9% | +0.1% | +97.8% | +93.2% |
| 1Y | +89.7% | +18.4% | +71.3% | +74.2% |
| 3Y | +95.8% | +123.6% | -27.8% | +35.1% |
| 5Y | -32.6% | +138.7% | -171.4% | -58.6% |
| All | -32.6% | +138.0% | -170.6% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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