+625.6%
OKTA vs IWD
+173.4%
+452.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.7% |
| 7D | +2.6% | -0.3% | +2.9% | +2.9% |
| 30D | +16.0% | +0.6% | +15.4% | +15.4% |
| 3M | +38.2% | +7.2% | +30.9% | +29.5% |
| 6M | +137.8% | +16.2% | +121.6% | +106.1% |
| YTD | +97.3% | +23.3% | +74.0% | +61.9% |
| 1Y | +90.1% | +29.6% | +60.5% | +49.2% |
| 3Y | +98.0% | +70.5% | +27.5% | +22.1% |
| 5Y | -36.9% | +73.5% | -110.4% | -60.6% |
| All | +625.6% | +173.4% | +452.3% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling