+675.2%
OKTA vs IWD
+181.0%
+494.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +1.8% |
| 7D | -4.6% | -0.6% | -4.0% | -3.9% |
| 30D | -19.7% | +3.6% | -23.3% | -22.1% |
| 3M | +21.2% | +2.7% | +18.6% | +18.5% |
| 6M | +123.1% | +13.2% | +109.9% | +99.3% |
| YTD | +110.8% | +26.8% | +84.0% | +69.0% |
| 1Y | +113.0% | +29.3% | +83.7% | +67.7% |
| 3Y | +168.9% | +85.1% | +83.8% | +54.0% |
| 5Y | -28.7% | +74.2% | -102.9% | -55.9% |
| All | +675.2% | +181.0% | +494.2% | +240.1% |
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