-32.6%
OKTA vs IRM
+186.9%
-219.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | 0.0% |
| 7D | +0.4% | -1.8% | +2.2% | +1.2% |
| 30D | +13.8% | -7.8% | +21.6% | +18.2% |
| 3M | +48.9% | -7.9% | +56.7% | +53.7% |
| 6M | +114.9% | +6.3% | +108.6% | +105.0% |
| YTD | +97.9% | +38.2% | +59.7% | +63.1% |
| 1Y | +89.7% | +19.8% | +69.9% | +67.2% |
| 3Y | +95.8% | +98.8% | -2.9% | +14.1% |
| 5Y | -32.6% | +191.8% | -224.4% | -72.2% |
| All | -32.6% | +186.9% | -219.5% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling