+81.1%
OKTA vs IOT
-1.6%
+82.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | -4.5% | +2.1% | +0.2% |
| 30D | +13.0% | -2.4% | +15.5% | +15.2% |
| 3M | +41.7% | +19.0% | +22.7% | +26.2% |
| 6M | +105.9% | +19.6% | +86.3% | +84.2% |
| YTD | +92.6% | +8.3% | +84.3% | +74.1% |
| 1Y | +81.1% | -0.8% | +81.9% | +66.3% |
| All | +81.1% | -1.6% | +82.7% | +66.3% |
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