-29.7%
OKTA vs IOVA
-63.3%
+33.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +8.4% | -3.5% | +11.9% | +8.8% |
| 30D | -13.7% | -45.4% | +31.7% | -9.3% |
| 3M | +18.0% | +19.0% | -1.0% | +14.2% |
| 6M | +133.8% | +112.0% | +21.8% | +108.5% |
| YTD | +111.5% | +184.2% | -72.8% | +78.0% |
| 1Y | +118.3% | +222.0% | -103.7% | +80.2% |
| 3Y | +168.0% | +92.6% | +75.5% | +92.9% |
| All | -29.7% | -63.3% | +33.6% | -35.2% |
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