+334.0%
OKLO vs IWF
+85.3%
+248.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.3% | +5.3% |
| 7D | +12.4% | +1.5% | +10.9% | +10.7% |
| 30D | -10.6% | -1.3% | -9.3% | -9.1% |
| 3M | -26.5% | +0.1% | -26.6% | -25.5% |
| 6M | -25.6% | +10.3% | -35.9% | -29.9% |
| YTD | -39.6% | +4.2% | -43.8% | -39.9% |
| 1Y | -38.8% | +9.3% | -48.1% | -40.2% |
| 3Y | +318.1% | +79.3% | +238.7% | +266.9% |
| 5Y | +339.7% | +73.8% | +265.9% | +288.8% |
| All | +334.0% | +85.3% | +248.7% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IWF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling