+145.0%
OKLO vs IBB
+36.3%
+108.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.2% |
| 7D | +27.3% | +1.6% | +25.7% | +26.7% |
| 30D | -23.1% | +6.7% | -29.8% | -25.2% |
| 3M | -45.8% | +6.3% | -52.2% | -47.1% |
| 6M | -66.8% | +23.9% | -90.7% | -70.1% |
| YTD | -65.9% | +26.6% | -92.5% | -69.3% |
| 1Y | -78.0% | +29.6% | -107.6% | -80.4% |
| 3Y | +137.4% | +86.1% | +51.3% | +97.2% |
| 5Y | +148.2% | +40.3% | +107.9% | +106.2% |
| All | +145.0% | +36.3% | +108.7% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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