+357.7%
IGV vs WULF
+82.7%
+275.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.1% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | -1.5% | -2.6% | +1.1% | -1.5% |
| 3M | +11.7% | -34.0% | +45.6% | +13.6% |
| 6M | +18.4% | +10.0% | +8.4% | +16.4% |
| YTD | -3.9% | +45.7% | -49.6% | -7.5% |
| 1Y | -9.7% | +57.3% | -67.0% | -13.9% |
| 3Y | +38.4% | +878.9% | -840.5% | +12.6% |
| 5Y | +21.6% | -28.3% | +49.9% | -0.6% |
| All | +357.7% | +82.7% | +275.1% | +265.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling