+326.6%
OKLO vs IOVA
-65.0%
+391.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.5% |
| 7D | +7.7% | -2.2% | +9.9% | +7.9% |
| 30D | -4.3% | +31.7% | -36.0% | -6.5% |
| 3M | -24.6% | +117.3% | -141.9% | -29.7% |
| 6M | -31.1% | +55.8% | -86.9% | -34.5% |
| YTD | -40.7% | +208.8% | -249.5% | -46.5% |
| 1Y | -42.4% | +255.7% | -298.1% | -48.9% |
| 3Y | +310.9% | +41.7% | +269.2% | +301.4% |
| 5Y | +332.6% | -64.9% | +397.5% | +321.8% |
| All | +326.6% | -65.0% | +391.6% | +317.1% |
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