+658.7%
OKTA vs IP
+10.6%
+648.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.7% |
| 7D | -6.0% | 0.0% | -6.0% | -5.9% |
| 30D | -23.2% | +9.4% | -32.5% | -24.8% |
| 3M | +18.3% | -14.1% | +32.4% | +21.8% |
| 6M | +112.6% | +9.2% | +103.4% | +105.5% |
| YTD | +106.3% | -7.5% | +113.8% | +105.3% |
| 1Y | +108.0% | -2.8% | +110.8% | +104.3% |
| 3Y | +163.2% | +21.2% | +141.9% | +132.5% |
| 5Y | -30.9% | -11.5% | -19.4% | -34.2% |
| All | +658.7% | +10.6% | +648.0% | +555.3% |
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