+28.2%
IGV vs OKLO
+262.2%
-234.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.5% | +0.9% |
| 7D | -2.9% | -12.2% | +9.3% | -2.1% |
| 30D | -1.5% | -19.7% | +18.2% | -0.2% |
| 3M | +11.7% | -37.4% | +49.1% | +14.7% |
| 6M | +18.4% | -42.3% | +60.7% | +21.2% |
| YTD | -3.9% | -49.5% | +45.6% | -1.2% |
| 1Y | -9.7% | -54.7% | +45.0% | -7.5% |
| 3Y | +38.4% | +249.6% | -211.2% | +20.3% |
| 5Y | +21.6% | +268.1% | -246.5% | +3.9% |
| All | +28.2% | +262.2% | -234.0% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling