+15.3%
IJH vs WOLF
+44.0%
-28.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.6% |
| 7D | -1.9% | -8.6% | +6.7% | -1.4% |
| 30D | -4.6% | -18.3% | +13.6% | -3.8% |
| 3M | -1.2% | -43.1% | +41.9% | +0.8% |
| 6M | +9.4% | +42.4% | -33.0% | +4.4% |
| YTD | +13.3% | +48.9% | -35.5% | +7.7% |
| All | +15.3% | +44.0% | -28.7% | +10.1% |
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