+318.1%
OKLO vs IOVA
+50.0%
+268.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +5.1% |
| 7D | +12.4% | +5.1% | +7.3% | +11.8% |
| 30D | -10.6% | +37.2% | -47.8% | -13.8% |
| 3M | -26.5% | +117.5% | -144.0% | -33.6% |
| 6M | -25.6% | +69.6% | -95.2% | -31.5% |
| YTD | -39.6% | +218.7% | -258.3% | -48.5% |
| 1Y | -38.8% | +265.5% | -304.3% | -49.1% |
| 3Y | +318.1% | +46.2% | +271.8% | +335.5% |
| All | +318.1% | +50.0% | +268.1% | +335.5% |
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 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