+119.7%
OKTA vs IP
+2.3%
+117.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.7% |
| 7D | -14.2% | +3.4% | -17.6% | -14.4% |
| 30D | -12.5% | +11.2% | -23.7% | -13.0% |
| 3M | +29.2% | -14.8% | +44.0% | +30.6% |
| 6M | +147.3% | +17.3% | +130.1% | +138.5% |
| YTD | +120.9% | -6.2% | +127.1% | +118.0% |
| 1Y | +119.7% | +2.3% | +117.3% | +110.0% |
| All | +119.7% | +2.3% | +117.4% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling