+677.8%
OKTA vs IBB
+127.0%
+550.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +8.4% | -0.5% | +8.9% | +9.0% |
| 30D | -13.7% | +4.6% | -18.3% | -16.9% |
| 3M | +18.0% | +6.8% | +11.2% | +10.2% |
| 6M | +133.8% | +23.1% | +110.7% | +88.3% |
| YTD | +111.5% | +26.0% | +85.5% | +64.3% |
| 1Y | +118.3% | +30.4% | +88.0% | +63.4% |
| 3Y | +168.0% | +85.4% | +82.6% | +34.6% |
| 5Y | -30.1% | +39.7% | -69.8% | -51.4% |
| All | +677.8% | +127.0% | +550.8% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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