+119.7%
OKTA vs IOT
+8.2%
+111.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -1.8% |
| 7D | -14.2% | -0.5% | -13.7% | -14.1% |
| 30D | -12.5% | +1.0% | -13.5% | -13.1% |
| 3M | +29.2% | +10.9% | +18.3% | +21.5% |
| 6M | +147.3% | +39.9% | +107.4% | +103.1% |
| YTD | +120.9% | +20.8% | +100.2% | +82.0% |
| 1Y | +119.7% | +10.6% | +109.1% | +80.3% |
| All | +119.7% | +8.2% | +111.5% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling