-35.2%
OKTA vs IONS
+52.5%
-87.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | +5.9% | -8.7% | +14.5% | +8.0% |
| 30D | +14.6% | -1.6% | +16.2% | +14.5% |
| 3M | +44.0% | -24.9% | +68.9% | +51.5% |
| 6M | +116.7% | -25.7% | +142.4% | +127.7% |
| YTD | +99.8% | -29.2% | +129.0% | +111.6% |
| 1Y | +84.1% | -13.0% | +97.1% | +82.9% |
| 3Y | +97.7% | +35.9% | +61.8% | +57.1% |
| 5Y | -35.2% | +54.5% | -89.7% | -57.1% |
| All | -35.2% | +52.5% | -87.7% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling