+159.1%
OKLO vs IOVA
-66.4%
+225.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.1% |
| 7D | +16.9% | -7.0% | +23.9% | +17.7% |
| 30D | -19.7% | -44.4% | +24.7% | -16.5% |
| 3M | -45.0% | +24.7% | -69.6% | -46.6% |
| 6M | -66.9% | +118.6% | -185.5% | -69.5% |
| YTD | -64.0% | +196.3% | -260.3% | -67.7% |
| 1Y | -75.2% | +205.3% | -280.5% | -77.9% |
| 3Y | +151.1% | +103.8% | +47.3% | +143.2% |
| 5Y | +162.8% | -65.6% | +228.4% | +154.5% |
| All | +159.1% | -66.4% | +225.6% | +151.5% |
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