+168.0%
OKTA vs IOVA
+99.0%
+69.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +8.4% | -3.5% | +11.9% | +8.6% |
| 30D | -13.7% | -45.4% | +31.7% | -11.8% |
| 3M | +18.0% | +19.0% | -1.0% | +16.9% |
| 6M | +133.8% | +112.0% | +21.8% | +123.6% |
| YTD | +111.5% | +184.2% | -72.8% | +96.2% |
| 1Y | +118.3% | +222.0% | -103.7% | +100.6% |
| 3Y | +168.0% | +92.6% | +75.5% | +124.7% |
| All | +168.0% | +99.0% | +69.0% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling