+143.6%
OKLO vs IOVA
+103.0%
+40.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -6.4% |
| 7D | +6.8% | -8.5% | +15.3% | +8.1% |
| 30D | -27.7% | -44.7% | +17.0% | -23.4% |
| 3M | -43.6% | +26.2% | -69.9% | -46.2% |
| 6M | -65.4% | +123.2% | -188.6% | -69.5% |
| YTD | -65.0% | +196.0% | -261.0% | -70.6% |
| 1Y | -77.5% | +240.9% | -318.4% | -81.5% |
| 3Y | +143.6% | +103.5% | +40.1% | +158.3% |
| All | +143.6% | +103.0% | +40.6% | +158.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling