+13.9%
IEMG vs OKLO
-81.5%
+95.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.8% | +6.7% | +1.7% |
| 7D | -3.1% | -18.4% | +15.3% | -0.3% |
| 30D | -10.3% | -38.5% | +28.2% | -4.2% |
| 3M | -6.6% | -48.9% | +42.3% | +1.8% |
| 6M | -3.9% | -67.8% | +63.9% | +10.0% |
| YTD | +12.4% | -69.2% | +81.6% | +26.2% |
| 1Y | +13.9% | -80.3% | +94.2% | +30.0% |
| All | +13.9% | -81.5% | +95.3% | +30.0% |
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