+655.3%
OKTA vs IP
+11.9%
+643.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.4% | +4.6% |
| 7D | -3.9% | -3.0% | -0.9% | -3.3% |
| 30D | -23.5% | +10.6% | -34.1% | -25.3% |
| 3M | +19.7% | -13.6% | +33.3% | +23.1% |
| 6M | +111.6% | +10.4% | +101.2% | +104.1% |
| YTD | +105.4% | -6.5% | +111.8% | +103.9% |
| 1Y | +108.4% | -2.1% | +110.5% | +104.3% |
| 3Y | +167.8% | +22.0% | +145.8% | +136.4% |
| 5Y | -33.8% | -9.7% | -24.1% | -37.2% |
| All | +655.3% | +11.9% | +643.4% | +550.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling