+167.1%
OKTA vs IP
+19.6%
+147.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | -4.6% | -2.8% | -1.8% | -4.3% |
| 30D | -19.7% | +9.2% | -28.9% | -20.5% |
| 3M | +21.2% | -16.1% | +37.4% | +23.2% |
| 6M | +123.1% | +9.6% | +113.5% | +118.3% |
| YTD | +110.8% | -8.8% | +119.5% | +109.9% |
| 1Y | +113.0% | -5.5% | +118.5% | +111.0% |
| All | +167.1% | +19.6% | +147.5% | +179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling