+612.9%
OKTA vs IVZ
+64.1%
+548.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.1% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | +13.0% | +3.1% | +9.9% | +12.1% |
| 3M | +43.4% | +18.2% | +25.3% | +36.0% |
| 6M | +107.6% | +38.6% | +69.0% | +87.0% |
| YTD | +93.8% | +25.9% | +67.9% | +79.4% |
| 1Y | +80.8% | +51.7% | +29.2% | +58.0% |
| 3Y | +91.8% | +138.7% | -46.9% | +43.9% |
| 5Y | -36.4% | +62.8% | -99.2% | -48.6% |
| All | +612.9% | +64.1% | +548.7% | +504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling