-21.6%
IP vs WOLF
+37.9%
-59.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.3% | +7.8% | +1.6% |
| 7D | -0.3% | +4.4% | -4.7% | -0.4% |
| 30D | +7.9% | +1.0% | +6.9% | +7.7% |
| 3M | -15.3% | -21.2% | +5.9% | -15.1% |
| 6M | +10.5% | -60.3% | +70.8% | +13.0% |
| YTD | -9.4% | +42.6% | -52.0% | -15.0% |
| 1Y | -4.6% | +36.5% | -41.1% | -10.6% |
| All | -21.6% | +37.9% | -59.5% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling