+91.8%
OKTA vs IONS
+36.3%
+55.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +5.9% | -8.7% | +14.5% | +6.6% |
| 30D | +14.6% | -1.6% | +16.2% | +14.5% |
| 3M | +44.0% | -24.9% | +68.9% | +46.9% |
| 6M | +116.7% | -25.7% | +142.4% | +120.8% |
| YTD | +99.8% | -29.2% | +129.0% | +104.3% |
| 1Y | +84.1% | -13.0% | +97.1% | +82.5% |
| All | +91.8% | +36.3% | +55.5% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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