+14.6%
IAU vs WOLF
+51.6%
-37.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.2% |
| 7D | +0.2% | +2.4% | -2.2% | 0.0% |
| 30D | +0.2% | -6.9% | +7.1% | +0.4% |
| 3M | +3.3% | -44.1% | +47.3% | +5.4% |
| 6M | -14.6% | +53.6% | -68.2% | -16.8% |
| YTD | +1.9% | +56.7% | -54.8% | -1.0% |
| All | +14.6% | +51.6% | -37.0% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 5y: compounded portfolio wealth divided by compounded WOLF 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…
5y analysis · Full analysis span regression · 6 months rolling