+119.7%
OKTA vs IVZ
+30.5%
+89.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.7% |
| 7D | -14.2% | +2.6% | -16.8% | -14.9% |
| 30D | -12.5% | -3.5% | -9.0% | -11.6% |
| 3M | +29.2% | -7.4% | +36.6% | +32.2% |
| 6M | +147.3% | +14.7% | +132.6% | +135.1% |
| YTD | +120.9% | +14.6% | +106.3% | +110.3% |
| 1Y | +119.7% | +30.7% | +89.0% | +100.5% |
| All | +119.7% | +30.5% | +89.1% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling