+608.2%
OKTA vs IEF
+7.3%
+600.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | -1.3% | -1.1% | -1.7% |
| 30D | +13.0% | -1.7% | +14.8% | +14.1% |
| 3M | +41.7% | -2.5% | +44.2% | +43.7% |
| 6M | +105.9% | -3.3% | +109.2% | +109.6% |
| YTD | +92.6% | -2.8% | +95.4% | +95.4% |
| 1Y | +81.1% | -2.7% | +83.8% | +83.6% |
| 3Y | +84.8% | +8.9% | +75.9% | +75.8% |
| 5Y | -34.4% | -9.4% | -25.0% | -37.7% |
| All | +608.2% | +7.3% | +600.9% | +800.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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