+676.4%
OKTA vs IWD
+179.8%
+496.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +6.6% | +1.7% | +5.0% | +5.1% |
| 30D | -19.4% | +3.2% | -22.6% | -21.5% |
| 3M | +23.9% | +2.3% | +21.6% | +21.5% |
| 6M | +130.9% | +12.9% | +117.9% | +106.6% |
| YTD | +111.1% | +26.2% | +84.9% | +69.9% |
| 1Y | +115.5% | +28.3% | +87.3% | +70.9% |
| 3Y | +169.4% | +84.4% | +85.0% | +54.8% |
| 5Y | -30.2% | +73.0% | -103.2% | -56.6% |
| All | +676.4% | +179.8% | +496.6% | +241.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling