+627.8%
OKTA vs IOVA
+21.5%
+606.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.5% |
| 7D | +0.4% | -6.4% | +6.8% | +1.2% |
| 30D | +13.8% | +25.4% | -11.6% | +10.1% |
| 3M | +48.9% | +115.3% | -66.4% | +31.6% |
| 6M | +114.9% | +56.5% | +58.4% | +95.1% |
| YTD | +97.9% | +198.2% | -100.3% | +61.8% |
| 1Y | +89.7% | +242.0% | -152.3% | +49.8% |
| 3Y | +95.8% | +36.8% | +59.0% | +49.2% |
| 5Y | -32.6% | -64.3% | +31.6% | -41.4% |
| All | +627.8% | +21.5% | +606.3% | +436.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling