+30.8%
IBKR vs WOLF
+47.4%
-16.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.7% | +6.8% | -0.1% |
| 7D | -3.8% | -6.2% | +2.4% | -3.2% |
| 30D | -0.3% | -16.5% | +16.2% | +1.5% |
| 3M | +4.8% | -42.0% | +46.8% | +8.3% |
| 6M | +30.8% | +51.8% | -21.0% | +7.4% |
| All | +30.8% | +47.4% | -16.6% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling