-29.7%
OKTA vs IONS
-11.8%
-17.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -1.2% |
| 7D | +8.4% | -26.3% | +34.7% | +14.6% |
| 30D | -13.7% | -31.9% | +18.2% | -6.9% |
| 3M | +18.0% | -48.0% | +66.0% | +34.4% |
| 6M | +133.8% | -62.6% | +196.4% | +184.5% |
| YTD | +111.5% | -63.3% | +174.8% | +156.8% |
| 1Y | +118.3% | -58.4% | +176.7% | +154.9% |
| 3Y | +168.0% | -38.2% | +206.2% | +158.9% |
| All | -29.7% | -11.8% | -17.8% | -49.9% |
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