-4.7%
IP vs WOLF
+58.7%
-63.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.9% | -1.4% |
| 7D | -2.8% | +21.5% | -24.2% | -3.1% |
| 30D | +9.2% | -1.2% | +10.4% | +9.1% |
| 3M | -16.1% | -8.2% | -8.0% | -16.3% |
| 6M | +9.6% | -45.0% | +54.6% | +10.4% |
| YTD | -8.8% | +59.0% | -67.8% | -12.3% |
| All | -4.7% | +58.7% | -63.4% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling