-80.3%
OKLO vs IOVA
+362.8%
-443.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.4% | -5.7% |
| 7D | -18.4% | -41.3% | +22.8% | -15.8% |
| 30D | -38.5% | -38.5% | 0.0% | -36.8% |
| 3M | -48.9% | +99.5% | -148.5% | -52.5% |
| 6M | -67.8% | +126.0% | -193.7% | -70.1% |
| YTD | -69.2% | +218.7% | -287.9% | -71.4% |
| 1Y | -80.3% | +378.0% | -458.3% | -79.2% |
| All | -80.3% | +362.8% | -443.1% | -79.2% |
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