+612.9%
OKTA vs IRM
+442.6%
+170.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +0.7% | +1.6% | -0.9% | +0.2% |
| 30D | +13.0% | -4.2% | +17.2% | +14.6% |
| 3M | +43.4% | -5.4% | +48.8% | +45.6% |
| 6M | +107.6% | +12.0% | +95.6% | +98.2% |
| YTD | +93.8% | +42.0% | +51.8% | +69.8% |
| 1Y | +80.8% | +29.9% | +51.0% | +62.5% |
| 3Y | +91.8% | +104.4% | -12.6% | +44.3% |
| 5Y | -36.4% | +191.0% | -227.4% | -56.9% |
| All | +612.9% | +442.6% | +170.3% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling