+84.8%
OKTA vs IEF
+9.0%
+75.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | -1.3% | -1.1% | -1.8% |
| 30D | +13.0% | -1.7% | +14.8% | +14.0% |
| 3M | +41.7% | -2.5% | +44.2% | +43.4% |
| 6M | +105.9% | -3.3% | +109.2% | +108.7% |
| YTD | +92.6% | -2.8% | +95.4% | +94.7% |
| 1Y | +81.1% | -2.7% | +83.8% | +83.0% |
| 3Y | +84.8% | +8.9% | +75.9% | +76.8% |
| All | +84.8% | +9.0% | +75.9% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling