+612.9%
OKTA vs IBN
+298.0%
+314.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.1% |
| 7D | +0.7% | -2.2% | +2.9% | +1.2% |
| 30D | +13.0% | -2.3% | +15.3% | +13.5% |
| 3M | +43.4% | +15.9% | +27.6% | +37.9% |
| 6M | +107.6% | +5.6% | +102.0% | +104.0% |
| YTD | +93.8% | -0.1% | +93.9% | +92.9% |
| 1Y | +80.8% | -6.5% | +87.4% | +82.6% |
| 3Y | +91.8% | +29.3% | +62.5% | +76.7% |
| 5Y | -36.4% | +56.6% | -93.0% | -44.0% |
| All | +612.9% | +298.0% | +314.9% | +458.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling