+677.8%
OKTA vs IONS
-23.2%
+701.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -1.5% |
| 7D | +8.4% | -26.3% | +34.7% | +15.8% |
| 30D | -13.7% | -31.9% | +18.2% | -5.7% |
| 3M | +18.0% | -48.0% | +66.0% | +37.3% |
| 6M | +133.8% | -62.6% | +196.4% | +192.7% |
| YTD | +111.5% | -63.3% | +174.8% | +164.3% |
| 1Y | +118.3% | -58.4% | +176.7% | +162.3% |
| 3Y | +168.0% | -38.2% | +206.2% | +167.5% |
| 5Y | -30.1% | -11.1% | -19.0% | -40.4% |
| All | +677.8% | -23.2% | +701.1% | +473.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling