+27.8%
IGV vs OKLO
+139.2%
-111.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | +2.3% | +1.6% | +0.8% | +2.2% |
| 30D | -6.0% | -17.6% | +11.6% | -5.0% |
| 3M | -4.8% | -48.5% | +43.7% | -0.8% |
| 6M | +14.2% | -65.7% | +79.9% | +21.6% |
| YTD | -4.2% | -66.7% | +62.4% | +1.0% |
| 1Y | -5.3% | -76.5% | +71.2% | +1.8% |
| 3Y | +38.8% | +132.5% | -93.7% | +23.5% |
| 5Y | +14.2% | +142.8% | -128.6% | +0.2% |
| All | +27.8% | +139.2% | -111.4% | +12.4% |
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