+145.0%
OKLO vs IOVA
-68.4%
+213.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.7% | +0.2% | -5.0% |
| 7D | +27.3% | -1.4% | +28.8% | +27.6% |
| 30D | -23.1% | -47.4% | +24.3% | -19.6% |
| 3M | -45.8% | +13.2% | -59.0% | -46.9% |
| 6M | -66.8% | +114.3% | -181.1% | -69.3% |
| YTD | -65.9% | +179.5% | -245.4% | -69.3% |
| 1Y | -78.0% | +200.4% | -278.4% | -80.3% |
| 3Y | +137.4% | +92.2% | +45.2% | +131.1% |
| 5Y | +148.2% | -63.8% | +212.0% | +141.7% |
| All | +145.0% | -68.4% | +213.3% | +138.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling