+612.9%
OKTA vs IOVA
+29.9%
+583.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | +0.7% | +5.1% | -4.4% | +0.1% |
| 30D | +13.0% | +37.2% | -24.2% | +8.1% |
| 3M | +43.4% | +117.5% | -74.1% | +26.7% |
| 6M | +107.6% | +69.6% | +38.0% | +86.5% |
| YTD | +93.8% | +218.7% | -124.9% | +57.3% |
| 1Y | +80.8% | +265.5% | -184.7% | +41.7% |
| 3Y | +91.8% | +46.2% | +45.6% | +45.0% |
| 5Y | -36.4% | -63.2% | +26.9% | -44.7% |
| All | +612.9% | +29.9% | +583.0% | +421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling