+119.7%
OKTA vs IFF
+44.8%
+74.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | 0.0% |
| 7D | -14.2% | -3.3% | -10.9% | -14.6% |
| 30D | -12.5% | +5.3% | -17.8% | -12.1% |
| 3M | +29.2% | +8.9% | +20.4% | +30.3% |
| 6M | +147.3% | +26.3% | +121.0% | +152.6% |
| YTD | +120.9% | +32.2% | +88.8% | +122.6% |
| 1Y | +119.7% | +45.8% | +73.9% | +121.3% |
| All | +119.7% | +44.8% | +74.8% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling