-23.1%
OKTA vs IOT
+54.4%
-77.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | +13.8% | -4.7% | +18.5% | +16.7% |
| 3M | +48.9% | +17.8% | +31.1% | +36.9% |
| 6M | +114.9% | +16.8% | +98.1% | +100.8% |
| YTD | +97.9% | +8.4% | +89.4% | +88.0% |
| 1Y | +89.7% | -0.8% | +90.5% | +85.4% |
| 3Y | +95.8% | +25.7% | +70.1% | +52.9% |
| All | -23.1% | +54.4% | -77.5% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling