+310.9%
OKLO vs IWF
+77.2%
+233.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -0.7% |
| 7D | +7.7% | +0.5% | +7.2% | +6.4% |
| 30D | -4.3% | -1.4% | -2.9% | -1.1% |
| 3M | -24.6% | +0.4% | -25.1% | -23.8% |
| 6M | -31.1% | +8.5% | -39.6% | -38.7% |
| YTD | -40.7% | +3.7% | -44.4% | -41.6% |
| 1Y | -42.4% | +8.5% | -50.9% | -46.2% |
| All | +310.9% | +77.2% | +233.7% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling