+90.1%
OKTA vs IOT
+14.9%
+75.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -2.0% |
| 7D | +2.6% | -2.3% | +5.0% | +3.8% |
| 30D | +16.0% | +3.8% | +12.2% | +14.2% |
| 3M | +38.2% | +14.2% | +24.0% | +27.7% |
| 6M | +137.8% | +40.1% | +97.7% | +101.7% |
| YTD | +97.3% | +13.4% | +83.9% | +74.9% |
| 1Y | +90.1% | +12.2% | +77.9% | +69.3% |
| All | +90.1% | +14.9% | +75.2% | +69.3% |
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