+119.7%
OKTA vs IBN
+4.2%
+115.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.0% | +1.4% |
| 7D | -14.2% | +8.9% | -23.1% | -12.9% |
| 30D | -12.5% | +12.6% | -25.1% | -11.3% |
| 3M | +29.2% | +3.1% | +26.2% | +31.1% |
| 6M | +147.3% | +20.6% | +126.8% | +145.7% |
| YTD | +120.9% | +5.8% | +115.2% | +124.5% |
| 1Y | +119.7% | +3.7% | +116.0% | +122.5% |
| All | +119.7% | +4.2% | +115.5% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling