+45.9%
IBB vs WOLF
+60.4%
-14.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.0% | -2.2% |
| 7D | -1.7% | +9.8% | -11.4% | -2.0% |
| 30D | +4.9% | -12.1% | +17.0% | +5.2% |
| 3M | +24.2% | -47.9% | +72.1% | +26.2% |
| 6M | +23.8% | +74.3% | -50.4% | +17.0% |
| YTD | +23.0% | +65.9% | -42.9% | +16.2% |
| All | +45.9% | +60.4% | -14.6% | +38.3% |
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