+84.8%
OKTA vs IOT
+23.8%
+61.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | -4.5% | +2.1% | -0.5% |
| 30D | +13.0% | -2.4% | +15.5% | +14.6% |
| 3M | +41.7% | +19.0% | +22.7% | +30.9% |
| 6M | +105.9% | +19.6% | +86.3% | +92.0% |
| YTD | +92.6% | +8.3% | +84.3% | +83.3% |
| 1Y | +81.1% | -0.8% | +81.9% | +76.2% |
| 3Y | +84.8% | +24.4% | +60.4% | +49.8% |
| All | +84.8% | +23.8% | +61.0% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling