-30.2%
OKTA vs IP
-15.4%
-14.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.7% |
| 7D | +6.6% | -0.9% | +7.5% | +6.9% |
| 30D | -19.4% | +6.7% | -26.1% | -21.0% |
| 3M | +23.9% | -16.6% | +40.5% | +29.3% |
| 6M | +130.9% | +6.0% | +124.9% | +122.3% |
| YTD | +111.1% | -10.7% | +121.8% | +111.1% |
| 1Y | +115.5% | -6.7% | +122.2% | +112.0% |
| 3Y | +169.4% | +17.1% | +152.2% | +104.7% |
| 5Y | -30.2% | -14.6% | -15.6% | -31.6% |
| All | -30.2% | -15.4% | -14.8% | -31.6% |
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