+49.8%
IEMG vs OKLO
+325.7%
-275.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | +1.6% | +7.7% | -6.1% | +1.2% |
| 30D | +4.6% | -4.3% | +9.0% | +4.8% |
| 3M | +4.8% | -24.6% | +29.5% | +6.1% |
| 6M | +16.8% | -31.1% | +47.9% | +18.3% |
| YTD | +24.8% | -40.7% | +65.5% | +26.7% |
| 1Y | +34.3% | -42.4% | +76.8% | +35.5% |
| 3Y | +87.0% | +310.9% | -223.9% | +67.4% |
| 5Y | +49.9% | +332.6% | -282.7% | +32.8% |
| All | +49.8% | +325.7% | -275.9% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling