-34.6%
OKTA vs IP
-12.0%
-22.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.7% |
| 7D | -19.0% | -5.1% | -13.9% | -17.9% |
| 30D | -22.6% | +8.5% | -31.1% | -24.4% |
| 3M | +17.5% | -13.8% | +31.4% | +21.6% |
| 6M | +117.8% | +5.7% | +112.1% | +110.0% |
| YTD | +95.1% | -9.1% | +104.2% | +94.2% |
| 1Y | +96.4% | -0.8% | +97.3% | +89.3% |
| 3Y | +149.0% | +14.8% | +134.2% | +93.7% |
| All | -34.6% | -12.0% | -22.6% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling