+608.2%
OKTA vs IVZ
+63.8%
+544.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.0% |
| 7D | -2.4% | -2.4% | 0.0% | -1.7% |
| 30D | +13.0% | +3.0% | +10.0% | +12.2% |
| 3M | +41.7% | +14.9% | +26.8% | +35.4% |
| 6M | +105.9% | +36.7% | +69.2% | +86.3% |
| YTD | +92.6% | +25.7% | +66.9% | +78.3% |
| 1Y | +81.1% | +47.7% | +33.4% | +59.4% |
| 3Y | +84.8% | +138.8% | -54.0% | +38.6% |
| 5Y | -34.4% | +62.1% | -96.5% | -47.0% |
| All | +608.2% | +63.8% | +544.4% | +500.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling