+22.8%
IGV vs WULF
-31.3%
+54.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.2% |
| 7D | -5.4% | -0.6% | -4.8% | -5.4% |
| 30D | -2.6% | -3.6% | +1.0% | -2.6% |
| 3M | +10.5% | -30.4% | +40.9% | +12.5% |
| 6M | +18.2% | +12.5% | +5.7% | +15.4% |
| YTD | -4.2% | +40.5% | -44.7% | -8.6% |
| 1Y | -9.8% | +53.0% | -62.8% | -15.1% |
| 3Y | +39.1% | +796.7% | -757.5% | +5.7% |
| All | +22.8% | -31.3% | +54.1% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling