-19.1%
IP vs WOLF
+45.1%
-64.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.8% | -6.9% | +2.6% |
| 7D | -3.0% | +25.3% | -28.3% | -3.7% |
| 30D | +10.6% | -14.7% | +25.3% | +10.9% |
| 3M | -13.6% | -20.5% | +7.0% | -13.4% |
| 6M | +10.4% | -43.9% | +54.4% | +11.2% |
| YTD | -6.5% | +50.0% | -56.5% | -12.4% |
| 1Y | -2.1% | +45.5% | -47.6% | -8.6% |
| All | -19.1% | +45.1% | -64.2% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling