+91.8%
OKTA vs IWD
+71.7%
+20.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -0.9% |
| 7D | +0.7% | -0.2% | +0.9% | +0.9% |
| 30D | +13.0% | -0.8% | +13.8% | +13.9% |
| 3M | +43.4% | +8.0% | +35.4% | +31.3% |
| 6M | +107.6% | +18.2% | +89.4% | +70.3% |
| YTD | +93.8% | +22.3% | +71.5% | +52.1% |
| 1Y | +80.8% | +28.9% | +52.0% | +33.0% |
| 3Y | +91.8% | +71.5% | +20.3% | -12.9% |
| All | +91.8% | +71.7% | +20.1% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling