-33.3%
OKTA vs IQV
-0.1%
-33.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.6% |
| 7D | -2.4% | -2.2% | -0.2% | -1.3% |
| 30D | +13.0% | +8.3% | +4.7% | +7.9% |
| 3M | +41.7% | +44.6% | -2.9% | +12.9% |
| 6M | +105.9% | +52.6% | +53.4% | +58.1% |
| YTD | +92.6% | +16.1% | +76.4% | +72.3% |
| 1Y | +81.1% | +37.3% | +43.8% | +45.1% |
| 3Y | +84.8% | +21.6% | +63.3% | +50.1% |
| All | -33.3% | -0.1% | -33.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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