+634.8%
OKTA vs IWF
+364.2%
+270.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.7% |
| 7D | +5.9% | +0.5% | +5.3% | +5.2% |
| 30D | +14.6% | -1.4% | +15.9% | +17.3% |
| 3M | +44.0% | +0.4% | +43.5% | +43.7% |
| 6M | +116.7% | +8.5% | +108.3% | +96.4% |
| YTD | +99.8% | +3.7% | +96.1% | +92.0% |
| 1Y | +84.1% | +8.5% | +75.6% | +66.5% |
| 3Y | +97.7% | +78.5% | +19.2% | -8.1% |
| 5Y | -35.2% | +73.6% | -108.8% | -67.1% |
| All | +634.8% | +364.2% | +270.6% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling