+625.6%
OKTA vs IONS
+53.4%
+572.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.6% | -4.8% | +7.5% | +3.9% |
| 30D | +16.0% | +7.2% | +8.8% | +13.3% |
| 3M | +38.2% | -22.7% | +60.8% | +45.4% |
| 6M | +137.8% | -26.9% | +164.7% | +152.8% |
| YTD | +97.3% | -26.6% | +123.9% | +108.8% |
| 1Y | +90.1% | -2.1% | +92.2% | +83.5% |
| 3Y | +98.0% | +43.4% | +54.6% | +57.5% |
| 5Y | -36.9% | +47.0% | -83.9% | -52.1% |
| All | +625.6% | +53.4% | +572.2% | +353.1% |
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 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