+310.9%
OKLO vs IVZ
+133.3%
+177.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.1% |
| 7D | +7.7% | +1.2% | +6.6% | +6.6% |
| 30D | -4.3% | +1.8% | -6.1% | -5.8% |
| 3M | -24.6% | +15.7% | -40.4% | -33.1% |
| 6M | -31.1% | +36.3% | -67.4% | -45.4% |
| YTD | -40.7% | +24.9% | -65.6% | -49.9% |
| 1Y | -42.4% | +48.9% | -91.4% | -56.7% |
| All | +310.9% | +133.3% | +177.6% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling