+634.8%
OKTA vs IEF
+8.3%
+626.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | +14.6% | -0.6% | +15.1% | +14.9% |
| 3M | +44.0% | -1.0% | +45.0% | +44.8% |
| 6M | +116.7% | -3.1% | +119.8% | +120.2% |
| YTD | +99.8% | -1.9% | +101.6% | +101.7% |
| 1Y | +84.1% | -1.4% | +85.4% | +85.3% |
| 3Y | +97.7% | +9.8% | +87.9% | +87.2% |
| 5Y | -35.2% | -8.8% | -26.4% | -38.7% |
| All | +634.8% | +8.3% | +626.4% | +829.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling