+305.3%
OKLO vs IAG
+796.9%
-491.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.2% | -4.1% | -5.8% |
| 7D | +0.1% | -4.1% | +4.2% | +1.1% |
| 30D | -15.2% | +10.6% | -25.8% | -17.3% |
| 3M | -26.2% | +35.4% | -61.6% | -31.3% |
| 6M | -35.0% | -9.5% | -25.5% | -34.2% |
| YTD | -44.4% | +21.8% | -66.3% | -46.7% |
| 1Y | -45.9% | +84.1% | -130.1% | -51.1% |
| 3Y | +284.9% | +817.4% | -532.4% | +220.7% |
| 5Y | +305.3% | +830.1% | -524.8% | +240.7% |
| All | +305.3% | +796.9% | -491.6% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling