+139.7%
OKLO vs IWF
+73.2%
+66.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -0.9% |
| 7D | +1.6% | +2.8% | -1.2% | -1.1% |
| 30D | -17.6% | -7.5% | -10.1% | -9.2% |
| 3M | -48.5% | -8.5% | -40.0% | -42.2% |
| 6M | -65.7% | -7.4% | -58.2% | -61.2% |
| YTD | -66.7% | -2.6% | -64.0% | -63.6% |
| 1Y | -76.5% | -1.8% | -74.6% | -74.3% |
| 3Y | +132.5% | +65.5% | +67.0% | +123.5% |
| 5Y | +142.8% | +55.8% | +87.0% | +135.4% |
| All | +139.7% | +73.2% | +66.5% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling