-32.0%
OKTA vs IOVA
-65.3%
+33.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.4% |
| 7D | +5.9% | -2.2% | +8.1% | +6.1% |
| 30D | +14.6% | +31.7% | -17.1% | +11.1% |
| 3M | +44.0% | +117.3% | -73.3% | +30.6% |
| 6M | +116.7% | +55.8% | +60.9% | +101.6% |
| YTD | +99.8% | +208.8% | -109.0% | +69.1% |
| 1Y | +84.1% | +255.7% | -171.6% | +51.2% |
| 3Y | +97.7% | +41.7% | +56.0% | +53.5% |
| All | -32.0% | -65.3% | +33.3% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling