+119.7%
OKTA vs IWD
+33.0%
+86.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.3% |
| 7D | -14.2% | +2.5% | -16.7% | -15.0% |
| 30D | -12.5% | +6.0% | -18.4% | -14.4% |
| 3M | +29.2% | +3.8% | +25.5% | +27.5% |
| 6M | +147.3% | +16.3% | +131.0% | +129.4% |
| YTD | +120.9% | +27.5% | +93.5% | +88.2% |
| 1Y | +119.7% | +32.8% | +86.9% | +77.0% |
| All | +119.7% | +33.0% | +86.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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