+114.9%
OKTA vs IEF
-3.8%
+118.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | +1.0% |
| 7D | +0.4% | -1.2% | +1.6% | +3.4% |
| 30D | +13.8% | -1.5% | +15.3% | +18.1% |
| 3M | +48.9% | -1.7% | +50.6% | +55.4% |
| 6M | +114.9% | -3.5% | +118.5% | +128.9% |
| All | +114.9% | -3.8% | +118.7% | +128.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling