+91.8%
OKTA vs IOVA
+41.0%
+50.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.2% |
| 7D | +5.9% | -2.2% | +8.1% | +6.0% |
| 30D | +14.6% | +31.7% | -17.1% | +13.2% |
| 3M | +44.0% | +117.3% | -73.3% | +38.2% |
| 6M | +116.7% | +55.8% | +60.9% | +111.2% |
| YTD | +99.8% | +208.8% | -109.0% | +84.7% |
| 1Y | +84.1% | +255.7% | -171.6% | +67.7% |
| All | +91.8% | +41.0% | +50.8% | +60.6% |
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