+625.6%
OKTA vs IP
+17.3%
+608.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | +2.6% | -5.3% | +7.9% | +3.8% |
| 30D | +16.0% | -10.9% | +26.9% | +18.8% |
| 3M | +38.2% | +11.2% | +27.0% | +33.4% |
| 6M | +137.8% | -10.2% | +148.0% | +140.1% |
| YTD | +97.3% | -2.0% | +99.3% | +94.3% |
| 1Y | +90.1% | -19.1% | +109.2% | +95.5% |
| 3Y | +98.0% | +20.9% | +77.2% | +76.4% |
| 5Y | -36.9% | -17.8% | -19.1% | -39.3% |
| All | +625.6% | +17.3% | +608.4% | +520.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling