+608.2%
OKTA vs IFF
-20.4%
+628.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -2.4% | -3.2% | +0.8% | -1.4% |
| 30D | +13.0% | -0.3% | +13.3% | +12.9% |
| 3M | +41.7% | +8.4% | +33.3% | +37.2% |
| 6M | +105.9% | +23.0% | +82.9% | +87.5% |
| YTD | +92.6% | +25.5% | +67.1% | +72.5% |
| 1Y | +81.1% | +29.1% | +52.0% | +59.7% |
| 3Y | +84.8% | +31.7% | +53.2% | +58.3% |
| 5Y | -34.4% | -35.2% | +0.8% | -28.1% |
| All | +608.2% | -20.4% | +628.6% | +578.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling