+608.2%
OKTA vs IWF
+363.4%
+244.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.7% |
| 7D | -2.4% | -0.9% | -1.5% | -1.3% |
| 30D | +13.0% | -1.7% | +14.8% | +16.3% |
| 3M | +41.7% | +0.7% | +41.0% | +40.9% |
| 6M | +105.9% | +8.6% | +97.4% | +86.3% |
| YTD | +92.6% | +3.5% | +89.0% | +85.3% |
| 1Y | +81.1% | +7.0% | +74.0% | +66.6% |
| 3Y | +84.8% | +76.3% | +8.5% | -12.7% |
| 5Y | -34.4% | +74.8% | -109.2% | -67.0% |
| All | +608.2% | +363.4% | +244.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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