+38.3%
IEMG vs OKLO
-42.7%
+81.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.3% |
| 7D | +2.2% | +2.8% | -0.6% | +1.9% |
| 30D | +4.6% | -4.0% | +8.6% | +4.7% |
| 3M | +0.4% | -36.9% | +37.3% | +4.4% |
| 6M | +16.4% | -37.1% | +53.5% | +19.5% |
| YTD | +25.4% | -42.5% | +67.9% | +29.0% |
| 1Y | +38.3% | -40.7% | +79.0% | +44.1% |
| All | +38.3% | -42.7% | +81.0% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 1y: compounded portfolio wealth divided by compounded OKLO 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…
1y analysis · Full analysis span regression · 6 months rolling