+299.6%
OKLO vs IVZ
+55.8%
+243.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -6.1% |
| 7D | +0.1% | -2.4% | +2.5% | +1.1% |
| 30D | -15.2% | +2.5% | -17.7% | -16.1% |
| 3M | -26.2% | +17.1% | -43.2% | -30.9% |
| 6M | -35.0% | +35.1% | -70.2% | -42.1% |
| YTD | -44.4% | +24.3% | -68.7% | -48.8% |
| 1Y | -45.9% | +48.7% | -94.6% | -52.9% |
| 3Y | +284.9% | +135.6% | +149.3% | +199.2% |
| 5Y | +305.3% | +60.3% | +245.0% | +214.8% |
| All | +299.6% | +55.8% | +243.8% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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