-6.3%
ICE vs WOLF
+39.8%
-46.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.7% | +7.3% | -0.6% |
| 7D | -5.3% | -6.2% | +0.9% | -5.5% |
| 30D | +3.0% | -16.5% | +19.5% | +2.6% |
| 3M | +11.4% | -42.0% | +53.5% | +10.6% |
| 6M | -2.0% | +51.8% | -53.9% | -1.6% |
| YTD | -3.1% | +44.6% | -47.7% | -2.3% |
| All | -6.3% | +39.8% | -46.2% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling