-25.2%
OKTA vs IOT
+54.1%
-79.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | -4.5% | +2.1% | -0.4% |
| 30D | +13.0% | -2.4% | +15.5% | +14.7% |
| 3M | +41.7% | +19.0% | +22.7% | +29.7% |
| 6M | +105.9% | +19.6% | +86.3% | +90.5% |
| YTD | +92.6% | +8.3% | +84.3% | +83.1% |
| 1Y | +81.1% | -0.8% | +81.9% | +77.0% |
| 3Y | +84.8% | +24.4% | +60.4% | +45.1% |
| All | -25.2% | +54.1% | -79.3% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling