-40.7%
OKLO vs IOVA
+299.5%
-340.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.5% |
| 7D | +2.8% | +9.7% | -6.9% | +2.2% |
| 30D | -4.0% | +102.5% | -106.5% | -8.2% |
| 3M | -36.9% | +100.7% | -137.6% | -39.6% |
| 6M | -37.1% | +106.3% | -143.5% | -40.1% |
| YTD | -42.5% | +222.0% | -264.5% | -44.2% |
| 1Y | -40.7% | +299.5% | -340.3% | -35.0% |
| All | -40.7% | +299.5% | -340.3% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling