-36.4%
OKTA vs IWD
+73.8%
-110.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -0.6% |
| 7D | +0.7% | -0.2% | +0.9% | +1.0% |
| 30D | +13.0% | -0.8% | +13.8% | +14.2% |
| 3M | +43.4% | +8.0% | +35.4% | +28.2% |
| 6M | +107.6% | +18.2% | +89.4% | +61.9% |
| YTD | +93.8% | +22.3% | +71.5% | +43.3% |
| 1Y | +80.8% | +28.9% | +52.0% | +23.7% |
| 3Y | +91.8% | +71.5% | +20.3% | -17.9% |
| 5Y | -36.4% | +73.6% | -110.0% | -72.3% |
| All | -36.4% | +73.8% | -110.2% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling