+84.8%
OKTA vs IRM
+102.2%
-17.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.4% |
| 7D | -2.4% | -1.4% | -1.0% | -1.9% |
| 30D | +13.0% | -7.4% | +20.4% | +16.0% |
| 3M | +41.7% | -7.4% | +49.1% | +44.8% |
| 6M | +105.9% | +8.7% | +97.3% | +97.2% |
| YTD | +92.6% | +40.9% | +51.6% | +64.6% |
| 1Y | +81.1% | +20.5% | +60.5% | +64.3% |
| 3Y | +84.8% | +101.7% | -16.9% | -7.1% |
| All | +84.8% | +102.2% | -17.3% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling