-42.4%
OKLO vs IOVA
+254.2%
-296.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.9% |
| 3M | -24.6% | +117.3% | -141.9% | -28.1% |
| 6M | -31.1% | +55.8% | -86.9% | -35.4% |
| YTD | -40.7% | +208.8% | -249.5% | -42.4% |
| 1Y | -42.4% | +255.7% | -298.1% | -39.0% |
| All | -42.4% | +254.2% | -296.7% | -39.0% |
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