+90.0%
OKTA vs IVZ
+132.2%
-42.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +0.4% | -2.4% | +2.8% | +1.4% |
| 30D | +13.8% | +2.5% | +11.3% | +12.9% |
| 3M | +48.9% | +17.1% | +31.8% | +39.1% |
| 6M | +114.9% | +35.1% | +79.8% | +88.5% |
| YTD | +97.9% | +24.3% | +73.6% | +79.1% |
| 1Y | +89.7% | +48.7% | +41.0% | +58.5% |
| All | +90.0% | +132.2% | -42.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling