-2.1%
IGV vs WULF
+83.4%
-85.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.3% |
| 7D | -4.5% | +7.6% | -12.1% | -4.9% |
| 30D | +3.2% | -8.6% | +11.9% | +3.5% |
| 3M | +4.5% | -37.0% | +41.5% | +6.8% |
| 6M | +22.1% | +7.4% | +14.7% | +18.6% |
| YTD | -1.0% | +43.7% | -44.7% | -6.7% |
| 1Y | -2.1% | +86.1% | -88.2% | -7.5% |
| All | -2.1% | +83.4% | -85.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 1y: compounded portfolio wealth divided by compounded WULF 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…
1y analysis · Full analysis span regression · 6 months rolling