+84.8%
OKTA vs IBN
+27.4%
+57.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.1% |
| 7D | -2.4% | -3.0% | +0.6% | -1.8% |
| 30D | +13.0% | -1.5% | +14.5% | +13.3% |
| 3M | +41.7% | +7.9% | +33.8% | +38.8% |
| 6M | +105.9% | +8.6% | +97.3% | +101.0% |
| YTD | +92.6% | -0.6% | +93.1% | +92.1% |
| 1Y | +81.1% | -7.3% | +88.4% | +83.7% |
| 3Y | +84.8% | +26.2% | +58.6% | +61.0% |
| All | +84.8% | +27.4% | +57.4% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling